+203.6%
TGT vs ARES
+979.8%
-776.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -5.2% | -6.1% | +0.8% | -3.6% |
| 30D | +1.2% | -7.5% | +8.7% | +3.2% |
| 3M | +18.4% | +0.1% | +18.3% | +17.7% |
| 6M | +33.4% | +30.3% | +3.2% | +22.5% |
| YTD | +63.8% | -16.6% | +80.4% | +69.0% |
| 1Y | +77.2% | -26.1% | +103.3% | +88.3% |
| 3Y | +41.8% | +36.4% | +5.4% | +23.3% |
| 5Y | -25.5% | +95.0% | -120.5% | -43.0% |
| All | +203.6% | +979.8% | -776.2% | +78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling