+46.5%
TSLA vs ARES
+105.3%
-58.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.7% |
| 7D | +3.4% | -0.3% | +3.7% | +3.7% |
| 30D | +12.0% | +1.3% | +10.8% | +11.1% |
| 3M | -10.0% | +10.4% | -20.3% | -16.4% |
| 6M | -7.2% | +29.0% | -36.2% | -23.6% |
| YTD | -18.1% | -12.2% | -5.9% | -14.0% |
| 1Y | +6.3% | -18.4% | +24.7% | +16.1% |
| 3Y | +48.2% | +43.2% | +5.0% | +3.9% |
| 5Y | +46.5% | +102.6% | -56.1% | -25.1% |
| All | +46.5% | +105.3% | -58.8% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling