+73.8%
SPYM vs ARES
+81.3%
-7.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.7% |
| 7D | +3.3% | -0.3% | +3.6% | +3.3% |
| 30D | -2.6% | +15.3% | -17.9% | -7.0% |
| 3M | -1.7% | -5.4% | +3.6% | -0.4% |
| 6M | +3.1% | +10.0% | -6.9% | -0.9% |
| YTD | +12.0% | -14.7% | +26.7% | +15.4% |
| 1Y | +12.1% | -9.7% | +21.8% | +12.9% |
| 3Y | +78.5% | +35.8% | +42.7% | +48.5% |
| 5Y | +73.8% | +80.9% | -7.0% | +23.2% |
| All | +73.8% | +81.3% | -7.5% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling