+196.2%
W vs ARES
+1,187.0%
-990.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.6% |
| 7D | -3.6% | +4.5% | -8.1% | -6.5% |
| 30D | +7.0% | +15.7% | -8.8% | -3.8% |
| 3M | +7.4% | -2.0% | +9.4% | +8.3% |
| 6M | +69.3% | +10.4% | +58.9% | +56.6% |
| YTD | +11.3% | -14.2% | +25.5% | +19.2% |
| 1Y | +13.2% | -7.8% | +21.0% | +14.2% |
| 3Y | +142.0% | +41.4% | +100.6% | +82.8% |
| 5Y | -54.6% | +83.7% | -138.3% | -70.2% |
| 10Y | +243.7% | +1,204.1% | -960.4% | +1.2% |
| All | +196.2% | +1,187.0% | -990.7% | -12.8% |
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