+81.3%
USB vs ARES
+1,112.4%
-1,031.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | +2.6% | +0.5% | +2.1% | +2.4% |
| 30D | +8.4% | +19.7% | -11.3% | +1.1% |
| 3M | -5.5% | -9.0% | +3.4% | -2.5% |
| 6M | +17.7% | +11.5% | +6.2% | +11.5% |
| YTD | +17.6% | -13.8% | +31.4% | +20.9% |
| 1Y | +33.9% | -5.6% | +39.5% | +32.3% |
| 3Y | +103.8% | +36.1% | +67.7% | +68.7% |
| 5Y | +25.6% | +82.7% | -57.1% | -10.5% |
| All | +81.3% | +1,112.4% | -1,031.1% | -25.9% |
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