-24.8%
U vs ARES
+325.8%
-350.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -3.6% |
| 7D | +32.3% | +5.0% | +27.3% | +26.2% |
| 30D | +9.7% | +19.1% | -9.4% | -6.3% |
| 3M | +19.6% | +3.1% | +16.5% | +14.7% |
| 6M | +82.6% | +12.9% | +69.8% | +58.1% |
| YTD | +16.4% | -10.7% | +27.1% | +21.8% |
| 1Y | +28.5% | -5.5% | +34.0% | +26.8% |
| 3Y | +103.8% | +45.0% | +58.8% | +19.4% |
| 5Y | -70.0% | +87.4% | -157.4% | -87.4% |
| All | -24.8% | +325.8% | -350.5% | -81.5% |
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 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