-19.3%
ARES vs BTI
+5.0%
-24.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -1.0% |
| 7D | -1.7% | -1.4% | -0.3% | -1.7% |
| 30D | +0.3% | -6.6% | +6.9% | -0.1% |
| 3M | +8.5% | -3.0% | +11.5% | +8.0% |
| 6M | +23.5% | -6.7% | +30.2% | +23.3% |
| YTD | -11.2% | +0.6% | -11.8% | -12.5% |
| 1Y | -19.3% | +5.6% | -24.9% | -19.8% |
| All | -19.3% | +5.0% | -24.3% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling