+1,087.8%
ARES vs BRO
+401.3%
+686.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -6.1% | -7.3% | +1.3% | -2.0% |
| 30D | -7.5% | -6.9% | -0.7% | -3.9% |
| 3M | +0.1% | +10.7% | -10.6% | -6.8% |
| 6M | +30.3% | -2.7% | +33.0% | +29.8% |
| YTD | -16.6% | -16.3% | -0.3% | -9.7% |
| 1Y | -26.1% | -29.1% | +3.0% | -11.8% |
| 3Y | +36.4% | -7.8% | +44.3% | +32.6% |
| 5Y | +95.0% | +18.7% | +76.2% | +56.8% |
| 10Y | +977.4% | +291.9% | +685.6% | +373.5% |
| All | +1,087.8% | +401.3% | +686.5% | +409.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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