+96.5%
STM vs ARES
-9.0%
+105.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.1% | -12.2% | -7.4% |
| 7D | -6.0% | +10.5% | -16.5% | -8.4% |
| 30D | -20.9% | +16.8% | -37.8% | -24.1% |
| 3M | -15.8% | -3.2% | -12.5% | -15.1% |
| 6M | -17.0% | +16.4% | -33.5% | -20.6% |
| YTD | +76.8% | -12.4% | +89.2% | +87.6% |
| 1Y | +96.5% | -6.9% | +103.4% | +96.5% |
| All | +96.5% | -9.0% | +105.4% | +96.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling