+163.6%
XRT vs ARES
+1,204.3%
-1,040.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.3% |
| 7D | +2.5% | +5.0% | -2.5% | +0.9% |
| 30D | +10.3% | +19.1% | -8.7% | +4.1% |
| 3M | +2.4% | +3.1% | -0.7% | +1.1% |
| 6M | +10.0% | +12.9% | -2.9% | +4.6% |
| YTD | +9.5% | -10.7% | +20.2% | +11.1% |
| 1Y | +17.2% | -5.5% | +22.7% | +16.3% |
| 3Y | +62.0% | +45.0% | +17.0% | +34.8% |
| 5Y | -2.1% | +87.4% | -89.5% | -27.4% |
| 10Y | +152.6% | +1,267.4% | -1,114.9% | +19.5% |
| All | +163.6% | +1,204.3% | -1,040.8% | +20.1% |
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