+129.8%
UAL vs ARES
+48.6%
+81.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.1% |
| 7D | +0.7% | -1.7% | +2.4% | +1.7% |
| 30D | -16.1% | +0.3% | -16.4% | -16.4% |
| 3M | +6.1% | +8.5% | -2.3% | 0.0% |
| 6M | +10.8% | +23.5% | -12.6% | -5.1% |
| YTD | -0.4% | -11.2% | +10.8% | +5.1% |
| 1Y | +5.0% | -19.3% | +24.3% | +18.2% |
| All | +129.8% | +48.6% | +81.2% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling