+428.1%
WMT vs ARES
+979.8%
-551.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.2% |
| 7D | 0.0% | -6.1% | +6.1% | +0.8% |
| 30D | -7.4% | -7.5% | +0.1% | -6.5% |
| 3M | -10.9% | +0.1% | -11.0% | -11.1% |
| 6M | -12.7% | +30.3% | -42.9% | -16.4% |
| YTD | -3.2% | -16.6% | +13.4% | -1.7% |
| 1Y | +5.3% | -26.1% | +31.4% | +8.6% |
| 3Y | +101.9% | +36.4% | +65.4% | +87.6% |
| 5Y | +134.6% | +95.0% | +39.6% | +102.9% |
| All | +428.1% | +979.8% | -551.8% | +273.2% |
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