+1,101.7%
ARES vs BBWI
-47.4%
+1,149.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | +0.5% | +0.1% | +0.3% | +0.5% |
| 30D | +19.7% | +12.9% | +6.8% | +16.5% |
| 3M | -9.0% | +16.0% | -25.0% | -12.6% |
| 6M | +11.5% | +16.6% | -5.1% | +6.1% |
| YTD | -13.8% | +9.7% | -23.6% | -17.5% |
| 1Y | -5.6% | +1.5% | -7.1% | -9.1% |
| 3Y | +36.1% | -21.4% | +57.5% | +33.8% |
| 5Y | +82.7% | -67.6% | +150.2% | +109.0% |
| All | +1,101.7% | -47.4% | +1,149.1% | +821.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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