-26.6%
U vs ARES
+306.6%
-333.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +3.9% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +7.6% | +15.3% | -7.7% | -5.7% |
| 3M | +12.7% | -5.4% | +18.1% | +16.2% |
| 6M | +87.0% | +10.0% | +76.9% | +64.9% |
| YTD | +13.6% | -14.7% | +28.3% | +23.4% |
| 1Y | +25.3% | -9.7% | +35.0% | +28.3% |
| 3Y | +85.8% | +35.8% | +50.0% | +15.3% |
| 5Y | -74.5% | +80.9% | -155.4% | -88.9% |
| All | -26.6% | +306.6% | -333.2% | -81.2% |
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