+22.0%
SPGI vs ARES
+48.6%
-26.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +0.1% | -1.7% | +1.8% | +0.6% |
| 30D | +8.4% | +0.3% | +8.1% | +8.3% |
| 3M | +11.8% | +8.5% | +3.4% | +9.1% |
| 6M | +5.7% | +23.5% | -17.8% | -0.8% |
| YTD | -9.7% | -11.2% | +1.5% | -7.9% |
| 1Y | -12.5% | -19.3% | +6.8% | -9.0% |
| All | +22.0% | +48.6% | -26.6% | +5.6% |
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