+311.0%
SPYM vs ARES
+1,112.4%
-801.5%
-33.9%
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% | -21.7% | -7.7% |
| 3M | -2.8% | -9.0% | +6.2% | -0.2% |
| 6M | +2.2% | +11.5% | -9.4% | -2.5% |
| YTD | +11.5% | -13.8% | +25.4% | +14.1% |
| 1Y | +13.5% | -5.6% | +19.1% | +12.3% |
| 3Y | +78.0% | +36.1% | +41.9% | +49.6% |
| 5Y | +73.1% | +82.7% | -9.5% | +26.5% |
| All | +311.0% | +1,112.4% | -801.5% | +85.8% |
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