-39.0%
U vs ARES
+323.0%
-362.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.2% |
| 7D | -3.8% | -1.7% | -2.1% | -2.4% |
| 30D | +17.5% | +0.3% | +17.2% | +16.5% |
| 3M | +38.7% | +8.5% | +30.3% | +26.2% |
| 6M | +104.4% | +23.5% | +80.9% | +62.0% |
| YTD | -5.7% | -11.2% | +5.5% | +0.4% |
| 1Y | +3.7% | -19.3% | +23.0% | +18.8% |
| 3Y | +12.3% | +48.7% | -36.3% | -35.6% |
| 5Y | -68.8% | +106.5% | -175.4% | -87.4% |
| All | -39.0% | +323.0% | -362.1% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling