+702.0%
V vs ARES
+1,196.0%
-493.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -1.7% | -1.7% | 0.0% | -1.3% |
| 30D | +2.0% | +0.3% | +1.7% | +1.8% |
| 3M | +17.4% | +8.5% | +8.9% | +14.0% |
| 6M | +17.5% | +23.5% | -6.0% | +9.1% |
| YTD | +7.6% | -11.2% | +18.8% | +9.1% |
| 1Y | +7.7% | -19.3% | +27.0% | +11.6% |
| 3Y | +54.7% | +48.7% | +6.0% | +28.8% |
| 5Y | +73.0% | +106.5% | -33.5% | +26.1% |
| 10Y | +390.9% | +1,055.3% | -664.5% | +137.9% |
| All | +702.0% | +1,196.0% | -493.9% | +277.0% |
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