+657.6%
STM vs ARES
+1,045.9%
-388.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | +5.2% | -0.3% | +5.5% | +5.3% |
| 30D | -7.4% | +1.3% | -8.7% | -8.3% |
| 3M | -30.6% | +10.4% | -41.0% | -35.0% |
| 6M | +66.4% | +29.0% | +37.4% | +41.5% |
| YTD | +101.1% | -12.2% | +113.3% | +107.9% |
| 1Y | +97.4% | -18.4% | +115.8% | +110.4% |
| 3Y | +21.1% | +43.2% | -22.0% | -8.1% |
| 5Y | +22.5% | +102.6% | -80.1% | -24.7% |
| 10Y | +657.6% | +1,029.6% | -372.0% | +159.9% |
| All | +657.6% | +1,045.9% | -388.3% | +159.9% |
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