+124.5%
T vs ARES
+1,196.0%
-1,071.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.8% |
| 7D | -1.3% | -1.7% | +0.4% | -1.0% |
| 30D | +11.4% | +0.3% | +11.1% | +11.2% |
| 3M | +14.3% | +8.5% | +5.8% | +12.6% |
| 6M | -9.3% | +23.5% | -32.7% | -12.7% |
| YTD | +7.1% | -11.2% | +18.3% | +8.0% |
| 1Y | -9.1% | -19.3% | +10.2% | -7.2% |
| 3Y | +105.3% | +48.7% | +56.7% | +81.8% |
| 5Y | +66.8% | +106.5% | -39.7% | +34.3% |
| 10Y | +66.8% | +1,055.3% | -988.5% | -0.8% |
| All | +124.5% | +1,196.0% | -1,071.4% | +31.4% |
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