+134.2%
UMC vs ARES
+37.5%
+96.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.5% |
| 7D | +11.2% | +0.5% | +10.7% | +11.1% |
| 30D | -28.0% | +19.7% | -47.7% | -30.6% |
| 3M | -20.5% | -9.0% | -11.6% | -19.1% |
| 6M | -1.6% | +11.5% | -13.1% | -4.1% |
| YTD | +99.4% | -13.8% | +113.2% | +103.1% |
| 1Y | +120.4% | -5.6% | +126.0% | +118.2% |
| 3Y | +134.2% | +36.1% | +98.1% | +88.5% |
| All | +134.2% | +37.5% | +96.7% | +88.5% |
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 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