-17.9%
USAR vs ARES
+51.4%
-69.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.4% | +4.6% |
| 7D | +0.8% | +0.8% | 0.0% | +0.7% |
| 30D | -30.1% | +16.7% | -46.8% | -33.0% |
| 3M | -56.3% | -2.6% | -53.7% | -56.1% |
| 6M | -68.6% | +13.0% | -81.5% | -69.6% |
| YTD | -30.5% | -11.7% | -18.8% | -31.3% |
| 1Y | -53.5% | -6.7% | -46.8% | -54.2% |
| 3Y | -19.3% | +40.5% | -59.8% | -19.6% |
| All | -17.9% | +51.4% | -69.3% | -18.3% |
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