+999.8%
ARES vs BB
+2.1%
+997.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.5% | -2.8% |
| 7D | -2.7% | +1.8% | -4.5% | -3.0% |
| 30D | -2.4% | -12.2% | +9.8% | -0.4% |
| 3M | +3.9% | -12.3% | +16.2% | +4.6% |
| 6M | +26.4% | +122.7% | -96.3% | +7.3% |
| YTD | -14.9% | +104.5% | -119.4% | -26.6% |
| 1Y | -20.4% | +106.7% | -127.1% | -31.9% |
| 3Y | +38.8% | +70.0% | -31.2% | +17.3% |
| 5Y | +97.0% | -27.8% | +124.7% | +81.5% |
| 10Y | +999.8% | +2.4% | +997.4% | +693.6% |
| All | +999.8% | +2.1% | +997.7% | +693.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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