+239.9%
TMUS vs ARES
+1,100.6%
-860.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | 0.0% |
| 7D | +6.5% | -0.3% | +6.8% | +6.6% |
| 30D | +11.3% | +15.3% | -4.0% | +8.1% |
| 3M | -2.9% | -5.4% | +2.5% | -2.0% |
| 6M | -10.5% | +10.0% | -20.6% | -12.8% |
| YTD | -14.4% | -14.7% | +0.3% | -12.9% |
| 1Y | -17.9% | -9.7% | -8.2% | -17.7% |
| 3Y | +21.9% | +35.8% | -14.0% | +5.9% |
| 5Y | +52.1% | +80.9% | -28.8% | +18.0% |
| All | +239.9% | +1,100.6% | -860.6% | +71.3% |
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