-27.8%
STM vs ARES
+9.9%
-37.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.4% |
| 7D | -10.7% | +4.5% | -15.3% | -11.3% |
| 30D | -25.7% | +15.7% | -41.5% | -27.7% |
| 3M | -21.6% | -2.0% | -19.6% | -21.0% |
| 6M | -27.8% | +10.4% | -38.2% | -26.9% |
| All | -27.8% | +9.9% | -37.7% | -26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling