+391.2%
SPY vs ARES
+1,202.8%
-811.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -0.6% | +8.1% | -8.7% | -2.8% |
| 30D | -3.7% | +18.9% | -22.6% | -8.5% |
| 3M | -2.7% | +2.3% | -5.1% | -3.8% |
| 6M | +2.2% | +12.7% | -10.5% | -2.2% |
| YTD | +10.8% | -10.8% | +21.6% | +12.0% |
| 1Y | +11.2% | -5.3% | +16.6% | +10.2% |
| 3Y | +76.5% | +42.0% | +34.4% | +50.9% |
| 5Y | +72.9% | +88.3% | -15.3% | +32.1% |
| 10Y | +304.8% | +1,148.2% | -843.4% | +105.7% |
| All | +391.2% | +1,202.8% | -811.5% | +142.0% |
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