-5.2%
ARES vs BAH
+2.1%
-7.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.7% |
| 7D | +5.0% | -1.5% | +6.5% | +5.4% |
| 30D | +19.1% | +17.3% | +1.8% | +13.3% |
| 3M | +3.1% | +14.9% | -11.8% | -1.4% |
| 6M | +12.9% | +14.2% | -1.4% | +7.7% |
| YTD | -10.7% | +5.1% | -15.8% | -12.7% |
| All | -5.2% | +2.1% | -7.3% | -7.1% |
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