+961.2%
ARES vs BG
+166.7%
+794.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | -6.1% | +3.1% | -9.2% | -7.0% |
| 30D | -7.5% | +10.2% | -17.8% | -10.5% |
| 3M | +0.1% | -1.7% | +1.8% | 0.0% |
| 6M | +30.3% | +1.0% | +29.3% | +28.2% |
| YTD | -16.6% | +39.9% | -56.5% | -26.7% |
| 1Y | -26.1% | +53.2% | -79.3% | -37.5% |
| 3Y | +36.4% | +16.3% | +20.2% | +24.4% |
| 5Y | +95.0% | +83.9% | +11.1% | +45.5% |
| All | +961.2% | +166.7% | +794.5% | +563.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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