+69.4%
USAR vs ARES
+46.0%
+23.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.6% |
| 7D | -4.4% | -2.7% | -1.8% | -3.8% |
| 30D | -10.4% | -2.4% | -8.0% | -9.9% |
| 3M | -18.4% | +3.9% | -22.3% | -19.4% |
| 6M | -8.8% | +26.4% | -35.2% | -13.2% |
| YTD | +43.4% | -14.9% | +58.2% | +43.4% |
| 1Y | +21.0% | -20.4% | +41.4% | +22.1% |
| 3Y | +67.7% | +38.8% | +29.0% | +69.0% |
| All | +69.4% | +46.0% | +23.5% | +70.5% |
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