+101.9%
VZ vs ARES
+1,196.0%
-1,094.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +0.1% | -1.7% | +1.7% | +0.2% |
| 30D | +7.9% | +0.3% | +7.6% | +7.8% |
| 3M | +13.6% | +8.5% | +5.2% | +12.7% |
| 6M | +1.1% | +23.5% | -22.4% | -1.1% |
| YTD | +29.3% | -11.2% | +40.5% | +29.9% |
| 1Y | +21.2% | -19.3% | +40.5% | +22.8% |
| 3Y | +75.9% | +48.7% | +27.2% | +63.4% |
| 5Y | +24.1% | +106.5% | -82.4% | +9.0% |
| 10Y | +62.4% | +1,055.3% | -992.9% | +18.5% |
| All | +101.9% | +1,196.0% | -1,094.1% | +44.9% |
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 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