+92.7%
USB vs ARES
+1,189.1%
-1,096.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.2% |
| 7D | -1.5% | +4.9% | -6.4% | -3.3% |
| 30D | +4.3% | +13.6% | -9.3% | -0.8% |
| 3M | -6.1% | -3.3% | -2.8% | -5.3% |
| 6M | +9.4% | +11.0% | -1.6% | +3.8% |
| YTD | +15.2% | -14.4% | +29.6% | +18.7% |
| 1Y | +32.8% | -9.1% | +41.9% | +33.3% |
| 3Y | +91.3% | +37.1% | +54.2% | +58.0% |
| 5Y | +22.7% | +83.3% | -60.7% | -12.6% |
| All | +92.7% | +1,189.1% | -1,096.4% | -23.1% |
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