+340.6%
STRL vs ARES
+37.5%
+303.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.0% | -3.6% |
| 7D | +15.7% | +0.5% | +15.2% | +15.5% |
| 30D | -35.5% | +19.7% | -55.1% | -42.9% |
| 3M | -47.1% | -9.0% | -38.2% | -45.0% |
| 6M | -65.8% | +11.5% | -77.3% | -69.2% |
| YTD | -4.5% | -13.8% | +9.3% | +0.1% |
| 1Y | -10.5% | -5.6% | -4.9% | -13.8% |
| 3Y | +340.6% | +36.1% | +304.5% | +265.4% |
| All | +340.6% | +37.5% | +303.1% | +265.4% |
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