+64.5%
UPS vs ARES
+1,196.0%
-1,131.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -2.9% | -1.7% | -1.2% | -2.5% |
| 30D | -3.5% | +0.3% | -3.8% | -3.6% |
| 3M | -5.7% | +8.5% | -14.2% | -7.7% |
| 6M | -4.4% | +23.5% | -27.8% | -9.7% |
| YTD | +8.0% | -11.2% | +19.2% | +9.4% |
| 1Y | +29.0% | -19.3% | +48.3% | +33.1% |
| 3Y | -27.7% | +48.7% | -76.4% | -37.1% |
| 5Y | -34.3% | +106.5% | -140.9% | -48.3% |
| 10Y | +37.8% | +1,055.3% | -1,017.5% | -18.8% |
| All | +64.5% | +1,196.0% | -1,131.5% | -6.1% |
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