+34.8%
ARES vs BAM
+85.2%
-50.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -1.4% |
| 7D | -0.3% | -2.0% | +1.7% | +1.5% |
| 30D | +15.3% | +13.7% | +1.6% | +3.2% |
| 3M | -5.4% | -4.8% | -0.6% | -1.4% |
| 6M | +10.0% | +7.6% | +2.4% | +3.3% |
| YTD | -14.7% | +1.2% | -15.8% | -15.2% |
| 1Y | -9.7% | -2.3% | -7.4% | -7.9% |
| All | +34.8% | +85.2% | -50.4% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling