+240.3%
UMC vs ARES
-23.8%
+264.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | +9.0% | -6.1% | +15.1% | +9.7% |
| 30D | +17.2% | -7.5% | +24.8% | +18.1% |
| 3M | +11.4% | +0.1% | +11.3% | +11.6% |
| 6M | +137.5% | +30.3% | +107.2% | +135.2% |
| YTD | +193.1% | -16.6% | +209.7% | +185.5% |
| 1Y | +240.3% | -26.1% | +266.4% | +236.5% |
| All | +240.3% | -23.8% | +264.1% | +236.5% |
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 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