+24.4%
USB vs ARES
+85.0%
-60.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | -0.5% | +0.8% | -1.3% | -0.8% |
| 30D | +5.7% | +16.7% | -11.0% | -0.1% |
| 3M | -4.7% | -2.6% | -2.1% | -4.2% |
| 6M | +13.4% | +13.0% | +0.5% | +7.3% |
| YTD | +17.0% | -11.7% | +28.7% | +19.7% |
| 1Y | +32.4% | -6.7% | +39.0% | +32.1% |
| 3Y | +101.7% | +40.5% | +61.2% | +66.0% |
| 5Y | +24.4% | +88.2% | -63.8% | -9.9% |
| All | +24.4% | +85.0% | -60.6% | -9.9% |
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 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