-25.9%
STRL vs ARES
-9.0%
-16.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +6.1% | -27.6% | -22.3% |
| 7D | -27.1% | +10.5% | -37.6% | -28.7% |
| 30D | -45.8% | +16.8% | -62.6% | -47.8% |
| 3M | -47.6% | -3.2% | -44.4% | -47.2% |
| 6M | -46.4% | +16.4% | -62.9% | -48.9% |
| YTD | -7.4% | -12.4% | +5.0% | -10.6% |
| 1Y | -25.9% | -6.9% | -19.0% | -33.7% |
| All | -25.9% | -9.0% | -16.9% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling