+2,747.0%
STX vs ARES
+1,196.0%
+1,551.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.7% |
| 7D | +2.4% | -1.7% | +4.0% | +2.9% |
| 30D | +1.4% | +0.3% | +1.1% | +1.0% |
| 3M | -8.2% | +8.5% | -16.7% | -11.9% |
| 6M | +127.0% | +23.5% | +103.6% | +105.3% |
| YTD | +209.1% | -11.2% | +220.4% | +214.1% |
| 1Y | +365.4% | -19.3% | +384.7% | +386.8% |
| 3Y | +1,135.4% | +48.7% | +1,086.7% | +902.4% |
| 5Y | +991.5% | +106.5% | +885.0% | +664.0% |
| 10Y | +3,695.8% | +1,055.3% | +2,640.5% | +1,443.6% |
| All | +2,747.0% | +1,196.0% | +1,551.1% | +948.4% |
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 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