+2,160.5%
SOXX vs ARES
+1,107.9%
+1,052.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | 0.0% | -1.5% |
| 7D | +3.0% | -7.7% | +10.7% | +6.7% |
| 30D | -3.1% | -8.7% | +5.6% | +0.6% |
| 3M | -4.4% | +2.8% | -7.2% | -6.5% |
| 6M | +52.9% | +23.1% | +29.8% | +36.4% |
| YTD | +72.0% | -17.3% | +89.3% | +81.5% |
| 1Y | +105.1% | -24.3% | +129.4% | +123.9% |
| 3Y | +220.6% | +34.9% | +185.7% | +166.9% |
| 5Y | +244.8% | +93.5% | +151.3% | +142.3% |
| 10Y | +1,537.1% | +969.2% | +568.0% | +602.7% |
| All | +2,160.5% | +1,107.9% | +1,052.5% | +809.2% |
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