+307.8%
SPY vs ARES
+1,112.4%
-804.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +2.6% | +0.5% | +2.1% | +2.4% |
| 30D | -2.0% | +19.7% | -21.6% | -7.7% |
| 3M | -2.8% | -9.0% | +6.2% | -0.2% |
| 6M | +2.1% | +11.5% | -9.4% | -2.5% |
| YTD | +11.5% | -13.8% | +25.3% | +14.1% |
| 1Y | +13.5% | -5.6% | +19.0% | +12.2% |
| 3Y | +77.7% | +36.1% | +41.6% | +49.7% |
| 5Y | +72.6% | +82.7% | -10.1% | +26.6% |
| All | +307.8% | +1,112.4% | -804.6% | +86.9% |
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