+334.3%
SPGI vs ARES
+1,313.3%
-979.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -0.8% |
| 7D | -0.9% | +5.0% | -5.8% | -2.6% |
| 30D | +15.5% | +19.1% | -3.6% | +8.5% |
| 3M | +15.7% | +3.1% | +12.6% | +14.1% |
| 6M | +19.1% | +12.9% | +6.2% | +12.9% |
| YTD | -4.1% | -10.7% | +6.6% | -2.2% |
| 1Y | +1.2% | -5.5% | +6.7% | +0.7% |
| 3Y | +31.6% | +45.0% | -13.4% | +5.8% |
| 5Y | +12.4% | +87.4% | -74.9% | -21.1% |
| 10Y | +334.3% | +1,267.4% | -933.1% | +80.9% |
| All | +334.3% | +1,313.3% | -979.0% | +80.9% |
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 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