+91.7%
USB vs ARES
+1,191.6%
-1,099.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | 0.0% | +4.5% | -4.5% | -1.7% |
| 30D | +5.8% | +15.7% | -9.9% | 0.0% |
| 3M | -6.0% | -2.0% | -4.0% | -5.7% |
| 6M | +7.8% | +10.4% | -2.6% | +2.5% |
| YTD | +14.6% | -14.2% | +28.8% | +18.1% |
| 1Y | +31.8% | -7.8% | +39.5% | +31.5% |
| 3Y | +91.5% | +41.4% | +50.1% | +56.2% |
| 5Y | +22.0% | +83.7% | -61.6% | -13.1% |
| All | +91.7% | +1,191.6% | -1,099.9% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling