+138.5%
ARES vs BTDR
+23.8%
+114.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.3% |
| 7D | -1.7% | +20.0% | -21.6% | -3.2% |
| 30D | +0.3% | +11.9% | -11.7% | -1.1% |
| 3M | +8.5% | -36.9% | +45.4% | +11.4% |
| 6M | +23.5% | +56.5% | -33.0% | +16.5% |
| YTD | -11.2% | +10.4% | -21.7% | -14.2% |
| 1Y | -19.3% | +3.1% | -22.4% | -22.8% |
| 3Y | +48.7% | -2.6% | +51.3% | +34.0% |
| 5Y | +106.5% | +25.2% | +81.4% | +83.9% |
| All | +138.5% | +23.8% | +114.7% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling