Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • STRL vs ARES✓SelectedUSD · ARESSTRL vs ARES performance historyLatest closeAs of+5.75%09/04
Stock and ETF performance explorer

STRL vs ARES

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,943.4%
ARES return
+1,196.0%
Excess return
+4,747.4%
Maximum drawdown
-75.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioARESExcessAlpha
1D+5.8%-1.0%+6.7%+6.2%
7D+3.4%-1.7%+5.1%+4.1%
30D-9.2%+0.3%-9.5%-9.7%
3M-51.0%+8.5%-59.5%-53.3%
6M+15.8%+23.5%-7.7%+3.7%
YTD+58.9%-11.2%+70.1%+61.8%
1Y+68.5%-19.3%+87.8%+79.3%
3Y+485.2%+48.7%+436.6%+394.9%
5Y+2,005.1%+106.5%+1,898.6%+1,434.5%
10Y+7,118.0%+1,055.3%+6,062.6%+3,363.0%
All+5,943.4%+1,196.0%+4,747.4%+2,766.6%

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