+1,642.5%
UMC vs ARES
+1,196.0%
+446.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.8% |
| 7D | +5.0% | -1.7% | +6.6% | +5.4% |
| 30D | +7.7% | +0.3% | +7.4% | +7.4% |
| 3M | +1.7% | +8.5% | -6.8% | -1.1% |
| 6M | +113.9% | +23.5% | +90.4% | +100.1% |
| YTD | +168.9% | -11.2% | +180.1% | +172.0% |
| 1Y | +207.2% | -19.3% | +226.5% | +217.7% |
| 3Y | +227.7% | +48.7% | +179.0% | +176.0% |
| 5Y | +118.0% | +106.5% | +11.5% | +64.8% |
| 10Y | +1,682.1% | +1,055.3% | +626.8% | +945.9% |
| All | +1,642.5% | +1,196.0% | +446.6% | +901.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling