+1,101.7%
ARES vs BURL
+232.1%
+869.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +2.0% |
| 7D | +0.5% | -1.6% | +2.1% | +0.9% |
| 30D | +19.7% | -7.7% | +27.4% | +22.4% |
| 3M | -9.0% | -31.7% | +22.7% | +0.9% |
| 6M | +11.5% | -15.2% | +26.7% | +15.4% |
| YTD | -13.8% | -15.9% | +2.1% | -10.8% |
| 1Y | -5.6% | -14.2% | +8.6% | -3.4% |
| 3Y | +36.1% | +93.5% | -57.4% | +7.5% |
| 5Y | +82.7% | -9.9% | +92.6% | +70.7% |
| All | +1,101.7% | +232.1% | +869.6% | +901.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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