+496.6%
TMUS vs ARES
+1,196.0%
-699.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.3% |
| 7D | +0.1% | -1.7% | +1.8% | +0.4% |
| 30D | +5.3% | +0.3% | +5.0% | +5.1% |
| 3M | +3.1% | +8.5% | -5.3% | +1.3% |
| 6M | -16.5% | +23.5% | -39.9% | -20.4% |
| YTD | -9.2% | -11.2% | +2.1% | -8.3% |
| 1Y | -26.5% | -19.3% | -7.2% | -24.6% |
| 3Y | +39.0% | +48.7% | -9.6% | +20.6% |
| 5Y | +40.4% | +106.5% | -66.2% | +9.3% |
| 10Y | +303.7% | +1,055.3% | -751.6% | +122.5% |
| All | +496.6% | +1,196.0% | -699.4% | +216.0% |
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 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