-4.6%
STM vs ARES
+82.0%
-86.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | +12.0% | +0.5% | +11.5% | +11.7% |
| 30D | -0.4% | +19.7% | -20.0% | -9.9% |
| 3M | -13.2% | -9.0% | -4.2% | -9.6% |
| 6M | -26.1% | +11.5% | -37.6% | -31.9% |
| YTD | +81.2% | -13.8% | +95.0% | +89.5% |
| 1Y | +98.3% | -5.6% | +103.9% | +95.4% |
| 3Y | +16.7% | +36.1% | -19.4% | -14.5% |
| All | -4.6% | +82.0% | -86.5% | -47.3% |
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