+74.9%
USAR vs ARES
+52.2%
+22.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -2.1% | -1.7% | -0.4% | -1.7% |
| 30D | +2.6% | +0.3% | +2.4% | +2.4% |
| 3M | -35.0% | +8.5% | -43.5% | -36.4% |
| 6M | -6.9% | +23.5% | -30.3% | -11.4% |
| YTD | +48.0% | -11.2% | +59.2% | +46.4% |
| 1Y | +24.8% | -19.3% | +44.1% | +25.0% |
| 3Y | +73.2% | +48.7% | +24.6% | +72.6% |
| All | +74.9% | +52.2% | +22.6% | +74.2% |
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