+416.5%
TPR vs ARES
+37.4%
+379.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +14.2% | +4.5% | +9.6% | +12.4% |
| 30D | +17.1% | +15.7% | +1.3% | +11.4% |
| 3M | -17.7% | -2.0% | -15.7% | -17.9% |
| 6M | -10.2% | +10.4% | -20.6% | -14.9% |
| YTD | +4.9% | -14.2% | +19.1% | +9.0% |
| 1Y | +36.1% | -7.8% | +43.9% | +36.1% |
| 3Y | +416.5% | +41.4% | +375.1% | +364.8% |
| All | +416.5% | +37.4% | +379.0% | +364.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling