+599.5%
XYZ vs ARES
+1,191.6%
-592.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +12.1% | +4.5% | +7.6% | +9.0% |
| 30D | +12.4% | +15.7% | -3.4% | +1.4% |
| 3M | +8.2% | -2.0% | +10.2% | +9.7% |
| 6M | +20.7% | +10.4% | +10.3% | +10.6% |
| YTD | +31.3% | -14.2% | +45.6% | +40.8% |
| 1Y | +20.5% | -7.8% | +28.3% | +21.5% |
| 3Y | +72.6% | +41.4% | +31.2% | +19.0% |
| 5Y | -64.0% | +83.7% | -147.7% | -79.2% |
| All | +599.5% | +1,191.6% | -592.1% | +89.6% |
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 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