+1,164.6%
ARES vs BB
-3.1%
+1,167.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.7% | -5.6% | +4.0% | -0.8% |
| 30D | +0.3% | -11.8% | +12.1% | +2.1% |
| 3M | +8.5% | -25.5% | +34.0% | +12.1% |
| 6M | +23.5% | +121.3% | -97.8% | +5.6% |
| YTD | -11.2% | +103.2% | -114.4% | -22.9% |
| 1Y | -19.3% | +102.6% | -121.9% | -30.2% |
| 3Y | +48.7% | +37.5% | +11.2% | +30.5% |
| 5Y | +106.5% | -30.4% | +137.0% | +92.5% |
| 10Y | +1,055.3% | 0.0% | +1,055.3% | +741.7% |
| All | +1,164.6% | -3.1% | +1,167.8% | +789.2% |
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