+54.6%
TER vs ARES
+83.4%
-28.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -20.5% | +4.5% | -25.0% | -22.6% |
| 30D | -47.0% | +15.7% | -62.8% | -51.4% |
| 3M | -43.3% | -2.0% | -41.3% | -43.5% |
| 6M | -42.9% | +10.4% | -53.3% | -47.4% |
| YTD | +12.9% | -14.2% | +27.1% | +17.2% |
| 1Y | +18.2% | -7.8% | +25.9% | +16.8% |
| 3Y | +151.8% | +41.4% | +110.4% | +81.5% |
| All | +54.6% | +83.4% | -28.8% | -11.5% |
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