+106.6%
ARES vs BURL
-11.0%
+117.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.7% |
| 7D | -1.7% | -2.8% | +1.1% | -0.9% |
| 30D | +0.3% | -28.2% | +28.4% | +10.2% |
| 3M | +8.5% | -17.6% | +26.1% | +14.2% |
| 6M | +23.5% | -11.8% | +35.3% | +26.7% |
| YTD | -11.2% | -8.1% | -3.1% | -10.1% |
| 1Y | -19.3% | -12.0% | -7.3% | -17.9% |
| 3Y | +48.7% | +63.3% | -14.6% | +22.9% |
| All | +106.6% | -11.0% | +117.6% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling