+1,164.6%
ARES vs BNS
+182.5%
+982.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.2% |
| 7D | -1.7% | +1.5% | -3.2% | -2.7% |
| 30D | +0.3% | +6.0% | -5.7% | -3.7% |
| 3M | +8.5% | +16.3% | -7.9% | -2.0% |
| 6M | +23.5% | +28.8% | -5.3% | +4.5% |
| YTD | -11.2% | +30.0% | -41.2% | -25.5% |
| 1Y | -19.3% | +50.7% | -70.0% | -38.5% |
| 3Y | +48.7% | +125.4% | -76.7% | -14.0% |
| 5Y | +106.5% | +94.2% | +12.3% | +33.4% |
| 10Y | +1,055.3% | +182.8% | +872.5% | +479.6% |
| All | +1,164.6% | +182.5% | +982.1% | +468.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling