+45.8%
XRT vs ARES
+51.9%
-6.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +0.8% | -1.7% | +2.5% | +1.3% |
| 30D | -4.2% | +0.3% | -4.5% | -4.4% |
| 3M | +5.1% | +8.5% | -3.4% | +2.1% |
| 6M | +2.4% | +23.5% | -21.1% | -4.9% |
| YTD | +3.2% | -11.2% | +14.4% | +5.9% |
| 1Y | +1.5% | -19.3% | +20.8% | +7.1% |
| All | +45.8% | +51.9% | -6.1% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling