+94.0%
T vs ARES
+1,202.8%
-1,108.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | +2.6% | +8.1% | -5.6% | +1.3% |
| 30D | -1.1% | +18.9% | -20.0% | -3.7% |
| 3M | -7.7% | +2.3% | -10.1% | -8.2% |
| 6M | -10.6% | +12.7% | -23.3% | -12.6% |
| YTD | -7.5% | -10.8% | +3.3% | -6.9% |
| 1Y | -7.4% | -5.3% | -2.1% | -7.9% |
| 3Y | +63.1% | +42.0% | +21.0% | +45.8% |
| 5Y | +55.2% | +88.3% | -33.1% | +27.5% |
| 10Y | +58.8% | +1,148.2% | -1,089.4% | -6.1% |
| All | +94.0% | +1,202.8% | -1,108.7% | +13.3% |
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