+80.9%
SOUN vs ARES
+36.2%
+44.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.3% | -4.6% | -5.1% |
| 7D | -15.5% | -0.3% | -15.2% | -15.3% |
| 30D | -26.2% | +15.3% | -41.5% | -35.1% |
| 3M | -51.4% | -5.4% | -46.0% | -49.5% |
| 6M | -55.3% | +10.0% | -65.4% | -60.4% |
| YTD | -63.9% | -14.7% | -49.2% | -59.6% |
| 1Y | -72.8% | -9.7% | -63.1% | -71.5% |
| All | +80.9% | +36.2% | +44.7% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling