+96.7%
ARES vs BROS
+38.3%
+58.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.7% |
| 7D | -2.7% | -6.6% | +3.9% | -1.4% |
| 30D | -2.4% | -12.3% | +10.0% | 0.0% |
| 3M | +3.9% | -22.2% | +26.1% | +8.0% |
| 6M | +26.4% | -14.3% | +40.7% | +28.0% |
| YTD | -14.9% | -26.6% | +11.7% | -11.1% |
| 1Y | -20.4% | -31.5% | +11.1% | -16.1% |
| 3Y | +38.8% | +62.3% | -23.5% | +21.5% |
| All | +96.7% | +38.3% | +58.4% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling