+35.4%
ARES vs BG
+20.1%
+15.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -2.8% |
| 7D | -7.7% | +3.7% | -11.4% | -7.9% |
| 30D | -8.7% | +12.3% | -21.1% | -9.5% |
| 3M | +2.8% | -2.2% | +5.0% | +2.9% |
| 6M | +23.1% | +5.3% | +17.7% | +22.0% |
| YTD | -17.3% | +42.4% | -59.7% | -21.1% |
| 1Y | -24.3% | +55.2% | -79.5% | -28.9% |
| All | +35.4% | +20.1% | +15.3% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling