+1,164.6%
ARES vs BIDU
-37.7%
+1,202.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.0% | -1.8% |
| 7D | -1.7% | +2.4% | -4.1% | -2.2% |
| 30D | +0.3% | -10.5% | +10.7% | +2.3% |
| 3M | +8.5% | -26.2% | +34.7% | +14.8% |
| 6M | +23.5% | -16.4% | +39.9% | +26.7% |
| YTD | -11.2% | -23.9% | +12.6% | -7.5% |
| 1Y | -19.3% | +1.3% | -20.6% | -21.7% |
| 3Y | +48.7% | -32.1% | +80.7% | +52.5% |
| 5Y | +106.5% | -39.0% | +145.5% | +105.1% |
| 10Y | +1,055.3% | -44.0% | +1,099.4% | +942.1% |
| All | +1,164.6% | -37.7% | +1,202.3% | +1,043.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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