+127.5%
USB vs ARES
+1,149.6%
-1,022.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.3% |
| 7D | -1.5% | +4.9% | -6.4% | -3.1% |
| 30D | +4.3% | +13.6% | -9.3% | -0.3% |
| 3M | -6.1% | -3.3% | -2.8% | -5.4% |
| 6M | +9.4% | +11.0% | -1.6% | +4.4% |
| YTD | +15.2% | -14.4% | +29.6% | +18.4% |
| 1Y | +32.8% | -9.1% | +41.9% | +33.3% |
| 3Y | +91.3% | +37.1% | +54.2% | +62.3% |
| 5Y | +22.7% | +83.3% | -60.7% | -8.4% |
| 10Y | +97.0% | +1,201.6% | -1,104.5% | -11.4% |
| All | +127.5% | +1,149.6% | -1,022.1% | -0.4% |
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