+131.4%
WMT vs ARES
+90.2%
+41.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.2% |
| 7D | -2.5% | -7.7% | +5.2% | -1.6% |
| 30D | -6.4% | -8.7% | +2.3% | -5.5% |
| 3M | -12.1% | +2.8% | -14.9% | -12.6% |
| 6M | -15.0% | +23.1% | -38.0% | -17.6% |
| YTD | -4.5% | -17.3% | +12.8% | -2.7% |
| 1Y | +6.2% | -24.3% | +30.5% | +9.3% |
| 3Y | +99.9% | +34.9% | +65.0% | +87.6% |
| 5Y | +131.4% | +93.5% | +38.0% | +98.2% |
| All | +131.4% | +90.2% | +41.2% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling