+15.7%
STM vs ARES
+48.6%
-32.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.3% |
| 7D | +5.8% | -1.7% | +7.5% | +6.5% |
| 30D | -1.0% | +0.3% | -1.3% | -1.4% |
| 3M | -33.3% | +8.5% | -41.7% | -36.1% |
| 6M | +57.4% | +23.5% | +33.9% | +40.1% |
| YTD | +102.2% | -11.2% | +113.4% | +110.9% |
| 1Y | +99.6% | -19.3% | +118.9% | +117.2% |
| All | +15.7% | +48.6% | -32.9% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling