+3.0%
TLT vs ARES
+1,152.0%
-1,149.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.1% | +4.5% | -4.5% | +0.3% |
| 30D | +6.2% | +15.7% | -9.6% | +6.8% |
| 3M | +0.1% | -2.0% | +2.1% | 0.0% |
| 6M | -3.0% | +10.4% | -13.4% | -2.5% |
| YTD | -2.7% | -14.2% | +11.5% | -3.2% |
| 1Y | -4.8% | -7.8% | +2.9% | -4.9% |
| 3Y | +6.9% | +41.4% | -34.5% | +9.9% |
| 5Y | -34.5% | +83.7% | -118.1% | -31.2% |
| 10Y | -17.3% | +1,204.1% | -1,221.4% | +4.2% |
| All | +3.0% | +1,152.0% | -1,149.0% | +32.8% |
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