+204.1%
SW vs ARES
+1,178.8%
-974.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.1% | -2.1% | +2.7% |
| 7D | +12.1% | +10.5% | +1.5% | +9.6% |
| 30D | +6.6% | +16.8% | -10.3% | +2.9% |
| 3M | -6.0% | -3.2% | -2.8% | -5.4% |
| 6M | +21.5% | +16.4% | +5.0% | +17.3% |
| YTD | +20.3% | -12.4% | +32.7% | +22.4% |
| 1Y | +28.1% | -6.9% | +35.0% | +28.6% |
| 3Y | +51.6% | +40.3% | +11.3% | +41.3% |
| 5Y | -0.1% | +86.2% | -86.3% | -12.8% |
| 10Y | +189.7% | +1,232.0% | -1,042.3% | +111.4% |
| All | +204.1% | +1,178.8% | -974.7% | +116.6% |
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