-12.2%
TLT vs ARES
+1,100.6%
-1,112.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | -1.6% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +2.2% | +15.3% | -13.1% | +2.6% |
| 3M | -1.7% | -5.4% | +3.6% | -1.9% |
| 6M | -4.0% | +10.0% | -14.0% | -3.5% |
| YTD | -4.9% | -14.7% | +9.7% | -5.4% |
| 1Y | -7.4% | -9.7% | +2.3% | -7.6% |
| 3Y | +3.0% | +35.8% | -32.8% | +5.6% |
| 5Y | -35.1% | +80.9% | -116.0% | -32.0% |
| All | -12.2% | +1,100.6% | -1,112.8% | +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