+78.8%
SPYM vs ARES
+36.2%
+42.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.5% |
| 7D | +3.3% | -0.3% | +3.6% | +3.3% |
| 30D | -2.6% | +15.3% | -17.9% | -6.1% |
| 3M | -1.7% | -5.4% | +3.6% | -0.7% |
| 6M | +3.1% | +10.0% | -6.9% | -0.1% |
| YTD | +12.0% | -14.7% | +26.7% | +15.6% |
| 1Y | +12.1% | -9.7% | +21.8% | +13.3% |
| All | +78.8% | +36.2% | +42.6% | +63.0% |
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 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