+185.4%
SW vs ARES
+1,189.1%
-1,003.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.9% |
| 7D | +4.7% | +4.9% | -0.2% | +3.4% |
| 30D | +5.0% | +13.6% | -8.6% | +1.6% |
| 3M | -7.3% | -3.3% | -4.0% | -6.6% |
| 6M | +15.0% | +11.0% | +4.0% | +11.8% |
| YTD | +18.5% | -14.4% | +32.9% | +21.6% |
| 1Y | +27.1% | -9.1% | +36.3% | +28.4% |
| 3Y | +49.3% | +37.1% | +12.2% | +38.2% |
| 5Y | -1.6% | +83.3% | -85.0% | -15.9% |
| All | +185.4% | +1,189.1% | -1,003.7% | +101.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling