+82.3%
SPYM vs ARES
+97.0%
-14.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.5% |
| 7D | -0.4% | -2.7% | +2.3% | +0.5% |
| 30D | -1.4% | -2.4% | +1.0% | -0.8% |
| 3M | +3.7% | +3.9% | -0.2% | +1.9% |
| 6M | +13.0% | +26.4% | -13.3% | +3.5% |
| YTD | +12.5% | -14.9% | +27.4% | +16.3% |
| 1Y | +18.6% | -20.4% | +39.0% | +24.8% |
| 3Y | +78.0% | +38.8% | +39.2% | +47.1% |
| 5Y | +82.3% | +97.0% | -14.7% | +24.8% |
| All | +82.3% | +97.0% | -14.7% | +24.8% |
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 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