+299.4%
TPR vs ARES
+48.6%
+250.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -2.3% | -1.7% | -0.6% | -1.8% |
| 30D | -23.0% | +0.3% | -23.2% | -23.5% |
| 3M | -12.5% | +8.5% | -20.9% | -15.9% |
| 6M | -21.4% | +23.5% | -44.9% | -28.7% |
| YTD | -3.5% | -11.2% | +7.7% | -0.8% |
| 1Y | +17.4% | -19.3% | +36.6% | +25.4% |
| All | +299.4% | +48.6% | +250.8% | +248.3% |
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 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