+103.3%
ARES vs BAM
+90.5%
+12.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +2.4% |
| 7D | +5.0% | +5.3% | -0.3% | +0.9% |
| 30D | +19.1% | +18.1% | +1.0% | +4.7% |
| 3M | +3.1% | +4.2% | -1.2% | -0.2% |
| 6M | +12.9% | +11.1% | +1.8% | +4.2% |
| YTD | -10.7% | +6.6% | -17.3% | -14.5% |
| 1Y | -5.5% | +6.2% | -11.7% | -9.4% |
| 3Y | +45.0% | +95.0% | -50.0% | +2.7% |
| All | +103.3% | +90.5% | +12.8% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling