-63.7%
XYZ vs ARES
+82.0%
-145.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.0% |
| 7D | -1.1% | +0.5% | -1.5% | -1.4% |
| 30D | +11.5% | +19.7% | -8.2% | -3.5% |
| 3M | +1.8% | -9.0% | +10.8% | +9.9% |
| 6M | +21.2% | +11.5% | +9.7% | +8.2% |
| YTD | +29.9% | -13.8% | +43.8% | +41.0% |
| 1Y | +35.8% | -5.6% | +41.3% | +33.9% |
| 3Y | +62.6% | +36.1% | +26.5% | -5.2% |
| All | -63.7% | +82.0% | -145.7% | -87.0% |
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