-21.2%
USAR vs ARES
+36.2%
-57.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +1.0% | -1.4% |
| 7D | +8.8% | -0.3% | +9.1% | +8.9% |
| 30D | -28.5% | +15.3% | -43.7% | -31.4% |
| 3M | -56.2% | -5.4% | -50.8% | -55.6% |
| 6M | -68.4% | +10.0% | -78.4% | -69.3% |
| YTD | -32.2% | -14.7% | -17.5% | -32.3% |
| 1Y | -52.3% | -9.7% | -42.6% | -52.6% |
| All | -21.2% | +36.2% | -57.3% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling