+208.9%
W vs ARES
+1,100.6%
-891.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.8% | +0.1% |
| 7D | -1.7% | -0.3% | -1.4% | -1.4% |
| 30D | +3.2% | +15.3% | -12.1% | -7.9% |
| 3M | +8.3% | -5.4% | +13.7% | +12.6% |
| 6M | +84.3% | +10.0% | +74.3% | +69.0% |
| YTD | +11.0% | -14.7% | +25.7% | +20.0% |
| 1Y | -0.2% | -9.7% | +9.5% | +2.0% |
| 3Y | +157.9% | +35.8% | +122.1% | +89.3% |
| 5Y | -56.8% | +80.9% | -137.7% | -74.0% |
| All | +208.9% | +1,100.6% | -891.7% | -15.2% |
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