+228.4%
UNH vs ARES
+979.8%
-751.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.1% | -2.5% |
| 7D | -4.5% | -6.1% | +1.5% | -3.2% |
| 30D | -6.5% | -7.5% | +1.0% | -5.0% |
| 3M | -6.0% | +0.1% | -6.1% | -6.6% |
| 6M | +33.7% | +30.3% | +3.4% | +24.1% |
| YTD | +16.4% | -16.6% | +33.0% | +19.4% |
| 1Y | +10.1% | -26.1% | +36.2% | +15.8% |
| 3Y | -16.3% | +36.4% | -52.7% | -28.2% |
| 5Y | +2.1% | +95.0% | -92.9% | -24.6% |
| All | +228.4% | +979.8% | -751.4% | +53.0% |
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