+124.0%
ARES vs BTDR
+19.6%
+104.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -3.0% | +0.5% |
| 7D | -6.1% | -3.4% | -2.7% | -5.8% |
| 30D | -7.5% | +32.6% | -40.1% | -9.9% |
| 3M | +0.1% | -32.2% | +32.3% | +2.2% |
| 6M | +30.3% | +52.4% | -22.1% | +23.2% |
| YTD | -16.6% | +6.7% | -23.3% | -19.1% |
| 1Y | -26.1% | -15.2% | -10.9% | -28.2% |
| 3Y | +36.4% | +14.9% | +21.5% | +23.1% |
| 5Y | +95.0% | +20.8% | +74.2% | +73.9% |
| All | +124.0% | +19.6% | +104.4% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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