+173.5%
UAL vs ARES
+1,196.0%
-1,022.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.0% |
| 7D | +0.7% | -1.7% | +2.4% | +1.5% |
| 30D | -16.1% | +0.3% | -16.4% | -16.4% |
| 3M | +6.1% | +8.5% | -2.3% | +0.7% |
| 6M | +10.8% | +23.5% | -12.6% | -2.9% |
| YTD | -0.4% | -11.2% | +10.8% | +2.7% |
| 1Y | +5.0% | -19.3% | +24.3% | +13.6% |
| 3Y | +124.0% | +48.7% | +75.4% | +78.0% |
| 5Y | +141.0% | +106.5% | +34.4% | +59.6% |
| 10Y | +118.0% | +1,055.3% | -937.3% | -17.6% |
| All | +173.5% | +1,196.0% | -1,022.5% | -4.6% |
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