+233.7%
SO vs ARES
+1,196.0%
-962.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.6% |
| 7D | -0.2% | -1.7% | +1.5% | 0.0% |
| 30D | -4.6% | +0.3% | -4.9% | -4.7% |
| 3M | -3.0% | +8.5% | -11.5% | -4.3% |
| 6M | -8.3% | +23.5% | -31.7% | -11.2% |
| YTD | +3.5% | -11.2% | +14.8% | +4.2% |
| 1Y | -0.9% | -19.3% | +18.4% | +0.8% |
| 3Y | +45.4% | +48.7% | -3.3% | +31.0% |
| 5Y | +59.6% | +106.5% | -46.9% | +32.8% |
| 10Y | +156.6% | +1,055.3% | -898.7% | +77.3% |
| All | +233.7% | +1,196.0% | -962.2% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling