+93.5%
ARES vs BNS
+92.5%
+1.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.4% |
| 7D | -7.7% | -2.2% | -5.5% | -6.1% |
| 30D | -8.7% | +4.5% | -13.2% | -12.1% |
| 3M | +2.8% | +14.9% | -12.1% | -8.3% |
| 6M | +23.1% | +32.5% | -9.4% | -1.9% |
| YTD | -17.3% | +28.6% | -45.9% | -32.7% |
| 1Y | -24.3% | +48.4% | -72.7% | -45.2% |
| 3Y | +34.9% | +130.8% | -95.9% | -34.6% |
| 5Y | +93.5% | +94.8% | -1.3% | +20.1% |
| All | +93.5% | +92.5% | +1.0% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 5y: compounded portfolio wealth divided by compounded BNS 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…
5y analysis · Full analysis span regression · 6 months rolling