-20.4%
ARES vs BAH
-26.7%
+6.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -2.7% | -1.3% | -1.3% | -2.3% |
| 30D | -2.4% | -6.6% | +4.2% | -0.5% |
| 3M | +3.9% | -7.2% | +11.1% | +5.7% |
| 6M | +26.4% | -10.0% | +36.4% | +28.8% |
| YTD | -14.9% | -12.5% | -2.4% | -12.3% |
| 1Y | -20.4% | -27.9% | +7.5% | -19.0% |
| All | -20.4% | -26.7% | +6.3% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling