+1,842.6%
UMC vs ARES
+979.8%
+862.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | +9.0% | -6.1% | +15.1% | +10.9% |
| 30D | +17.2% | -7.5% | +24.8% | +19.7% |
| 3M | +11.4% | +0.1% | +11.3% | +10.5% |
| 6M | +137.5% | +30.3% | +107.2% | +117.2% |
| YTD | +193.1% | -16.6% | +209.7% | +202.1% |
| 1Y | +240.3% | -26.1% | +266.4% | +262.7% |
| 3Y | +262.2% | +36.4% | +225.8% | +205.2% |
| 5Y | +143.1% | +95.0% | +48.2% | +79.1% |
| All | +1,842.6% | +979.8% | +862.8% | +1,013.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling