+1,171.2%
ARES vs BB
+15.0%
+1,156.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +8.1% | +11.6% | -3.5% | +6.3% |
| 30D | +18.9% | +2.6% | +16.3% | +17.9% |
| 3M | +2.3% | +3.5% | -1.2% | +0.9% |
| 6M | +12.7% | +43.5% | -30.8% | +3.5% |
| YTD | -10.8% | +141.2% | -151.9% | -25.1% |
| 1Y | -5.3% | +97.4% | -102.7% | -18.1% |
| 3Y | +42.0% | +151.1% | -109.0% | +13.5% |
| 5Y | +88.3% | -12.8% | +101.1% | +69.0% |
| 10Y | +1,148.2% | +27.5% | +1,120.7% | +772.0% |
| All | +1,171.2% | +15.0% | +1,156.3% | +763.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling