+1,066.5%
URI vs ARES
+1,152.0%
-85.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -9.8% | +4.5% | -14.3% | -12.0% |
| 30D | +1.7% | +15.7% | -14.0% | -5.6% |
| 3M | -9.1% | -2.0% | -7.0% | -8.8% |
| 6M | +9.9% | +10.4% | -0.6% | +2.7% |
| YTD | +31.2% | -14.2% | +45.5% | +35.5% |
| 1Y | +25.9% | -7.8% | +33.7% | +24.7% |
| 3Y | +147.4% | +41.4% | +106.0% | +91.8% |
| 5Y | +179.7% | +83.7% | +96.1% | +84.8% |
| 10Y | +1,419.5% | +1,204.1% | +215.5% | +351.5% |
| All | +1,066.5% | +1,152.0% | -85.5% | +218.0% |
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 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