+72.6%
VZ vs ARES
+1,112.4%
-1,039.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | +4.4% | +19.7% | -15.3% | +2.6% |
| 3M | -2.4% | -9.0% | +6.6% | -1.6% |
| 6M | +1.4% | +11.5% | -10.1% | +0.1% |
| YTD | +21.4% | -13.8% | +35.2% | +22.3% |
| 1Y | +20.3% | -5.6% | +25.9% | +19.9% |
| 3Y | +57.4% | +36.1% | +21.3% | +46.1% |
| 5Y | +21.9% | +82.7% | -60.7% | +6.7% |
| All | +72.6% | +1,112.4% | -1,039.8% | +21.2% |
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