+234.8%
YUM vs ARES
+1,142.5%
-907.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.6% | -1.8% |
| 7D | -3.6% | -2.7% | -0.9% | -3.0% |
| 30D | +0.4% | -2.4% | +2.8% | +0.8% |
| 3M | -3.8% | +3.9% | -7.7% | -5.0% |
| 6M | -8.3% | +26.4% | -34.7% | -13.5% |
| YTD | -2.6% | -14.9% | +12.2% | -1.0% |
| 1Y | +1.5% | -20.4% | +21.9% | +4.3% |
| 3Y | +21.6% | +38.8% | -17.2% | +6.2% |
| 5Y | +23.5% | +97.0% | -73.5% | -3.9% |
| 10Y | +178.9% | +999.8% | -820.8% | +55.8% |
| All | +234.8% | +1,142.5% | -907.8% | +77.6% |
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 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