+263.0%
UMC vs ARES
+38.2%
+224.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.1% | +4.6% |
| 7D | +13.6% | -2.7% | +16.3% | +14.2% |
| 30D | +20.8% | -2.4% | +23.1% | +21.1% |
| 3M | +16.1% | +3.9% | +12.2% | +14.8% |
| 6M | +137.3% | +26.4% | +110.9% | +124.6% |
| YTD | +193.8% | -14.9% | +208.6% | +200.4% |
| 1Y | +236.1% | -20.4% | +256.5% | +248.3% |
| All | +263.0% | +38.2% | +224.8% | +181.6% |
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 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