+587.9%
STM vs ARES
+1,196.0%
-608.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.3% |
| 7D | +5.8% | -1.7% | +7.5% | +6.6% |
| 30D | -1.0% | +0.3% | -1.3% | -1.5% |
| 3M | -33.3% | +8.5% | -41.7% | -36.4% |
| 6M | +57.4% | +23.5% | +33.9% | +38.8% |
| YTD | +102.2% | -11.2% | +113.4% | +107.4% |
| 1Y | +99.6% | -19.3% | +118.9% | +112.8% |
| 3Y | +14.5% | +48.7% | -34.1% | -11.8% |
| 5Y | +21.4% | +106.5% | -85.2% | -21.3% |
| 10Y | +695.0% | +1,055.3% | -360.4% | +195.6% |
| All | +587.9% | +1,196.0% | -608.0% | +138.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling