+47.0%
SWKS vs ARES
+1,142.0%
-1,095.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.1% | +7.1% | +6.5% |
| 7D | +5.7% | +0.8% | +4.9% | +5.2% |
| 30D | +17.3% | +16.7% | +0.6% | +8.4% |
| 3M | +28.3% | -2.6% | +30.9% | +28.4% |
| 6M | +26.1% | +13.0% | +13.1% | +15.9% |
| YTD | +41.1% | -11.7% | +52.8% | +43.3% |
| 1Y | +31.4% | -6.7% | +38.1% | +29.3% |
| 3Y | +7.3% | +40.5% | -33.2% | -18.1% |
| 5Y | -37.7% | +88.2% | -125.9% | -60.5% |
| All | +47.0% | +1,142.0% | -1,095.0% | -53.6% |
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