-68.9%
XYZ vs ARES
+105.6%
-174.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | +0.1% |
| 7D | -1.0% | -1.7% | +0.7% | +0.4% |
| 30D | -1.7% | +0.3% | -2.0% | -2.0% |
| 3M | +16.7% | +8.5% | +8.3% | +7.1% |
| 6M | +26.9% | +23.5% | +3.4% | +2.2% |
| YTD | +27.1% | -11.2% | +38.4% | +34.5% |
| 1Y | +9.3% | -19.3% | +28.5% | +23.8% |
| 3Y | +42.3% | +48.7% | -6.4% | -24.7% |
| All | -68.9% | +105.6% | -174.5% | -89.4% |
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 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