-53.5%
SOUN vs ARES
+120.3%
-173.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.0% | -3.9% |
| 7D | -15.1% | +0.5% | -15.6% | -15.5% |
| 30D | -23.0% | +19.7% | -42.6% | -34.9% |
| 3M | -53.3% | -9.0% | -44.4% | -49.7% |
| 6M | -58.6% | +11.5% | -70.1% | -63.9% |
| YTD | -65.0% | -13.8% | -51.2% | -61.8% |
| 1Y | -71.4% | -5.6% | -65.9% | -71.8% |
| 3Y | +75.4% | +36.1% | +39.3% | +23.4% |
| All | -53.5% | +120.3% | -173.8% | -78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling