-25.0%
TGT vs ARES
+97.0%
-122.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.3% |
| 7D | -3.6% | -2.7% | -0.9% | -2.8% |
| 30D | +4.4% | -2.4% | +6.8% | +5.0% |
| 3M | +25.4% | +3.9% | +21.5% | +23.2% |
| 6M | +33.4% | +26.4% | +7.0% | +22.2% |
| YTD | +65.6% | -14.9% | +80.5% | +71.2% |
| 1Y | +80.3% | -20.4% | +100.7% | +89.4% |
| 3Y | +42.1% | +38.8% | +3.4% | +16.8% |
| 5Y | -25.0% | +97.0% | -122.0% | -50.5% |
| All | -25.0% | +97.0% | -122.0% | -50.5% |
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