+309.1%
TMUS vs ARES
+1,045.9%
-736.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -0.3% | -0.3% | +0.1% | -0.2% |
| 30D | +3.1% | +1.3% | +1.8% | +2.8% |
| 3M | +2.4% | +10.4% | -7.9% | +0.2% |
| 6M | -17.1% | +29.0% | -46.1% | -21.9% |
| YTD | -9.1% | -12.2% | +3.1% | -7.9% |
| 1Y | -23.6% | -18.4% | -5.2% | -21.8% |
| 3Y | +38.8% | +43.2% | -4.3% | +20.1% |
| 5Y | +43.0% | +102.6% | -59.6% | +9.3% |
| 10Y | +309.1% | +1,029.6% | -720.5% | +121.0% |
| All | +309.1% | +1,045.9% | -736.8% | +121.0% |
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