+1,096.3%
XLK vs ARES
+1,181.8%
-85.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | -0.1% | +1.3% | -1.3% | -0.7% |
| 3M | +2.1% | +10.4% | -8.2% | -2.1% |
| 6M | +37.2% | +29.0% | +8.2% | +23.2% |
| YTD | +30.8% | -12.2% | +43.0% | +33.9% |
| 1Y | +42.6% | -18.4% | +61.1% | +49.1% |
| 3Y | +121.8% | +43.2% | +78.6% | +84.8% |
| 5Y | +145.7% | +102.6% | +43.1% | +76.8% |
| 10Y | +782.1% | +1,029.6% | -247.5% | +315.0% |
| All | +1,096.3% | +1,181.8% | -85.5% | +441.4% |
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