+1,150.8%
ARES vs BG
+131.9%
+1,018.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -2.4% |
| 7D | -0.3% | +2.4% | -2.7% | -1.1% |
| 30D | +1.3% | +15.0% | -13.7% | -3.1% |
| 3M | +10.4% | -0.7% | +11.0% | +9.9% |
| 6M | +29.0% | +7.5% | +21.5% | +24.6% |
| YTD | -12.2% | +41.6% | -53.8% | -22.4% |
| 1Y | -18.4% | +50.7% | -69.1% | -29.9% |
| 3Y | +43.2% | +20.3% | +22.9% | +29.8% |
| 5Y | +102.6% | +85.2% | +17.4% | +55.3% |
| 10Y | +1,029.6% | +160.6% | +869.0% | +604.9% |
| All | +1,150.8% | +131.9% | +1,018.9% | +693.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling