-68.0%
U vs ARES
+105.3%
-173.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.6% |
| 7D | +4.5% | -0.3% | +4.8% | +4.8% |
| 30D | -0.6% | +1.3% | -1.9% | -2.2% |
| 3M | +48.4% | +10.4% | +38.1% | +32.2% |
| 6M | +115.4% | +29.0% | +86.4% | +61.6% |
| YTD | -3.2% | -12.2% | +9.0% | +4.2% |
| 1Y | -6.0% | -18.4% | +12.4% | +7.1% |
| 3Y | +13.5% | +43.2% | -29.7% | -36.5% |
| 5Y | -68.0% | +102.6% | -170.6% | -88.5% |
| All | -68.0% | +105.3% | -173.3% | -88.5% |
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