+1,236.4%
TER vs ARES
+1,152.0%
+84.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -20.5% | +4.5% | -25.0% | -22.3% |
| 30D | -47.0% | +15.7% | -62.8% | -50.8% |
| 3M | -43.3% | -2.0% | -41.3% | -43.5% |
| 6M | -42.9% | +10.4% | -53.3% | -46.8% |
| YTD | +12.9% | -14.2% | +27.1% | +16.0% |
| 1Y | +18.2% | -7.8% | +25.9% | +17.0% |
| 3Y | +151.8% | +41.4% | +110.4% | +100.9% |
| 5Y | +54.2% | +83.7% | -29.5% | +7.0% |
| 10Y | +908.2% | +1,204.1% | -295.9% | +292.2% |
| All | +1,236.4% | +1,152.0% | +84.4% | +398.8% |
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