+163.6%
W vs ARES
+1,232.1%
-1,068.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.2% |
| 7D | -4.2% | -1.7% | -2.5% | -3.0% |
| 30D | -7.6% | +0.3% | -7.8% | -8.1% |
| 3M | +37.2% | +8.5% | +28.7% | +28.5% |
| 6M | +26.3% | +23.5% | +2.9% | +5.8% |
| YTD | -1.0% | -11.2% | +10.2% | +3.6% |
| 1Y | +20.1% | -19.3% | +39.4% | +33.2% |
| 3Y | +37.8% | +48.7% | -10.9% | +0.8% |
| 5Y | -63.7% | +106.5% | -170.2% | -77.7% |
| 10Y | +156.3% | +1,055.3% | -899.0% | -23.7% |
| All | +163.6% | +1,232.1% | -1,068.5% | -24.2% |
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 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