+1,127.5%
ARES vs BG
+90.3%
+1,037.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.5% |
| 7D | +0.5% | +2.6% | -2.1% | -0.3% |
| 30D | +19.7% | -6.7% | +26.3% | +21.9% |
| 3M | -9.0% | -9.3% | +0.3% | -6.9% |
| 6M | +11.5% | -18.3% | +29.9% | +17.0% |
| YTD | -13.8% | +16.2% | -30.0% | -19.6% |
| 1Y | -5.6% | +7.6% | -13.2% | -9.8% |
| 3Y | +36.1% | +6.6% | +29.5% | +27.0% |
| 5Y | +82.7% | +22.2% | +60.5% | +59.4% |
| 10Y | +1,101.7% | +112.0% | +989.7% | +694.6% |
| All | +1,127.5% | +90.3% | +1,037.2% | +722.1% |
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