+115.0%
UMC vs ARES
-9.0%
+124.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.1% | -8.2% | -2.5% |
| 7D | -14.7% | +10.5% | -25.2% | -15.3% |
| 30D | -32.9% | +16.8% | -49.7% | -33.7% |
| 3M | -22.2% | -3.2% | -18.9% | -21.8% |
| 6M | +25.9% | +16.4% | +9.5% | +24.9% |
| YTD | +107.9% | -12.4% | +120.3% | +91.8% |
| 1Y | +115.0% | -6.9% | +121.9% | +87.3% |
| All | +115.0% | -9.0% | +124.0% | +87.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling