+106.6%
ARES vs BAH
-3.4%
+110.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -1.7% | -3.2% | +1.6% | -0.8% |
| 30D | +0.3% | +2.0% | -1.7% | -0.3% |
| 3M | +8.5% | -7.6% | +16.1% | +10.5% |
| 6M | +23.5% | -5.7% | +29.1% | +24.5% |
| YTD | -11.2% | -11.7% | +0.5% | -9.1% |
| 1Y | -19.3% | -27.4% | +8.1% | -13.6% |
| 3Y | +48.7% | -32.5% | +81.2% | +51.4% |
| All | +106.6% | -3.4% | +110.0% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling