+40.9%
TTWO vs ARES
+94.4%
-53.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +0.4% | -6.1% | +6.4% | +2.1% |
| 30D | -11.3% | -7.5% | -3.8% | -9.5% |
| 3M | +1.6% | +0.1% | +1.5% | +0.8% |
| 6M | +2.1% | +30.3% | -28.2% | -6.9% |
| YTD | -15.8% | -16.6% | +0.8% | -12.8% |
| 1Y | -12.6% | -26.1% | +13.5% | -6.4% |
| 3Y | +48.2% | +36.4% | +11.8% | +22.5% |
| All | +40.9% | +94.4% | -53.5% | -4.3% |
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 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