-26.3%
U vs ARES
+325.2%
-351.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | +24.4% | +8.1% | +16.2% | +15.9% |
| 30D | +7.4% | +18.9% | -11.5% | -8.2% |
| 3M | +16.8% | +2.3% | +14.5% | +12.7% |
| 6M | +78.8% | +12.7% | +66.0% | +54.9% |
| YTD | +14.0% | -10.8% | +24.7% | +19.4% |
| 1Y | +16.7% | -5.3% | +22.0% | +15.0% |
| 3Y | +86.4% | +42.0% | +44.3% | +11.5% |
| 5Y | -71.5% | +88.3% | -159.8% | -88.0% |
| All | -26.3% | +325.2% | -351.6% | -81.9% |
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