-34.6%
UPS vs ARES
+105.3%
-139.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -2.3% | +1.3% | -3.6% | -2.7% |
| 3M | -5.2% | +10.4% | -15.6% | -7.9% |
| 6M | +1.4% | +29.0% | -27.6% | -6.0% |
| YTD | +6.1% | -12.2% | +18.3% | +8.4% |
| 1Y | +27.0% | -18.4% | +45.4% | +31.9% |
| 3Y | -25.9% | +43.2% | -69.1% | -38.1% |
| 5Y | -34.6% | +102.6% | -137.2% | -53.4% |
| All | -34.6% | +105.3% | -139.9% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling