+394.9%
TTWO vs ARES
+979.8%
-584.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +0.4% | -6.1% | +6.4% | +2.0% |
| 30D | -11.3% | -7.5% | -3.8% | -9.7% |
| 3M | +1.6% | +0.1% | +1.5% | +0.9% |
| 6M | +2.1% | +30.3% | -28.2% | -6.0% |
| YTD | -15.8% | -16.6% | +0.8% | -13.2% |
| 1Y | -12.6% | -26.1% | +13.5% | -7.3% |
| 3Y | +48.2% | +36.4% | +11.8% | +28.5% |
| 5Y | +40.0% | +95.0% | -55.0% | +6.9% |
| All | +394.9% | +979.8% | -584.9% | +166.8% |
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 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