+254.4%
SO vs ARES
+1,204.3%
-949.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.8% | +0.8% |
| 7D | -1.1% | +5.0% | -6.1% | -1.7% |
| 30D | +8.6% | +19.1% | -10.5% | +6.3% |
| 3M | +1.8% | +3.1% | -1.3% | +1.2% |
| 6M | +3.6% | +12.9% | -9.2% | +1.7% |
| YTD | +9.9% | -10.7% | +20.6% | +10.5% |
| 1Y | +5.7% | -5.5% | +11.2% | +5.3% |
| 3Y | +52.5% | +45.0% | +7.5% | +38.0% |
| 5Y | +77.3% | +87.4% | -10.1% | +50.1% |
| 10Y | +186.8% | +1,267.4% | -1,080.6% | +98.3% |
| All | +254.4% | +1,204.3% | -949.9% | +146.9% |
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