+314.6%
SPYM vs ARES
+971.5%
-657.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.3% |
| 7D | -2.0% | -7.7% | +5.7% | +0.5% |
| 30D | -1.6% | -8.7% | +7.1% | +1.1% |
| 3M | +4.7% | +2.8% | +1.9% | +3.2% |
| 6M | +12.6% | +23.1% | -10.5% | +3.8% |
| YTD | +11.8% | -17.3% | +29.0% | +16.1% |
| 1Y | +17.5% | -24.3% | +41.8% | +25.1% |
| 3Y | +77.0% | +34.9% | +42.0% | +50.2% |
| 5Y | +82.6% | +93.5% | -10.9% | +32.7% |
| All | +314.6% | +971.5% | -657.0% | +97.4% |
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