-12.3%
TLT vs ARES
+1,270.2%
-1,282.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -0.3% | +8.1% | -8.4% | 0.0% |
| 30D | +3.7% | +18.9% | -15.2% | +4.3% |
| 3M | -0.7% | +2.3% | -3.0% | -0.6% |
| 6M | -4.2% | +12.7% | -16.9% | -3.7% |
| YTD | -4.0% | -10.8% | +6.8% | -4.3% |
| 1Y | -5.8% | -5.3% | -0.5% | -5.9% |
| 3Y | +4.1% | +42.0% | -37.9% | +6.9% |
| 5Y | -34.8% | +88.3% | -123.1% | -31.7% |
| 10Y | -12.3% | +1,148.2% | -1,160.6% | +13.1% |
| All | -12.3% | +1,270.2% | -1,282.5% | +13.1% |
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