+422.5%
STM vs ARES
+1,313.3%
-890.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.2% | +2.6% | +4.6% |
| 7D | -5.6% | +5.0% | -10.6% | -8.1% |
| 30D | -14.4% | +19.1% | -33.5% | -22.3% |
| 3M | -20.5% | +3.1% | -23.5% | -22.5% |
| 6M | -24.5% | +12.9% | -37.4% | -30.7% |
| YTD | +72.7% | -10.7% | +83.3% | +75.8% |
| 1Y | +91.0% | -5.5% | +96.6% | +87.9% |
| 3Y | +13.5% | +45.0% | -31.5% | -15.6% |
| 5Y | -9.2% | +87.4% | -96.6% | -43.2% |
| 10Y | +422.5% | +1,267.4% | -844.9% | +71.6% |
| All | +422.5% | +1,313.3% | -890.8% | +71.6% |
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