+113.9%
SOXX vs ARES
-18.2%
+132.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.7% |
| 7D | +2.2% | -1.7% | +3.9% | +2.6% |
| 30D | -2.0% | +0.3% | -2.3% | -2.2% |
| 3M | -13.7% | +8.5% | -22.2% | -15.5% |
| 6M | +52.4% | +23.5% | +28.9% | +44.5% |
| YTD | +72.8% | -11.2% | +84.0% | +77.0% |
| 1Y | +113.9% | -19.3% | +133.2% | +118.4% |
| All | +113.9% | -18.2% | +132.1% | +118.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling