+77.5%
UPS vs ARES
+1,145.6%
-1,068.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.1% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | +16.4% | +15.3% | +1.2% | +12.6% |
| 3M | +7.9% | -5.4% | +13.3% | +9.1% |
| 6M | +15.8% | +10.0% | +5.8% | +12.7% |
| YTD | +16.6% | -14.7% | +31.2% | +19.0% |
| 1Y | +22.3% | -9.7% | +32.0% | +23.0% |
| 3Y | -6.2% | +35.8% | -42.0% | -16.7% |
| 5Y | -34.4% | +80.9% | -115.3% | -46.9% |
| 10Y | +41.7% | +1,089.9% | -1,048.2% | -16.1% |
| All | +77.5% | +1,145.6% | -1,068.1% | +2.1% |
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