+1,172.8%
ARES vs BAH
+393.6%
+779.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.7% |
| 7D | +5.0% | -1.5% | +6.5% | +5.5% |
| 30D | +19.1% | +17.3% | +1.8% | +13.1% |
| 3M | +3.1% | +14.9% | -11.8% | -1.7% |
| 6M | +12.9% | +14.2% | -1.4% | +7.2% |
| YTD | -10.7% | +5.1% | -15.8% | -13.5% |
| 1Y | -5.5% | +2.1% | -7.6% | -8.0% |
| 3Y | +45.0% | -26.0% | +71.0% | +49.4% |
| 5Y | +87.4% | +9.0% | +78.4% | +64.5% |
| 10Y | +1,267.4% | +208.8% | +1,058.6% | +843.8% |
| All | +1,172.8% | +393.6% | +779.2% | +752.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling