+5.0%
SYK vs ARES
+92.9%
-87.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.3% |
| 7D | -12.3% | -7.7% | -4.6% | -10.5% |
| 30D | -22.4% | -8.7% | -13.7% | -20.7% |
| 3M | -12.3% | +2.8% | -15.2% | -13.3% |
| 6M | -24.3% | +23.1% | -47.4% | -29.2% |
| YTD | -22.8% | -17.3% | -5.5% | -19.9% |
| 1Y | -28.8% | -24.3% | -4.5% | -24.5% |
| 3Y | -4.0% | +34.9% | -38.9% | -20.3% |
| All | +5.0% | +92.9% | -87.9% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling