+83.3%
ARES vs BURL
-15.9%
+99.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.7% | -1.4% |
| 7D | +4.9% | +3.5% | +1.4% | +3.9% |
| 30D | +13.6% | -9.3% | +22.9% | +16.8% |
| 3M | -3.3% | -32.1% | +28.8% | +7.8% |
| 6M | +11.0% | -19.8% | +30.8% | +16.9% |
| YTD | -14.4% | -13.2% | -1.2% | -12.1% |
| 1Y | -9.1% | -7.8% | -1.3% | -9.0% |
| 3Y | +37.1% | +89.3% | -52.2% | +7.8% |
| 5Y | +83.3% | -15.8% | +99.1% | +73.8% |
| All | +83.3% | -15.9% | +99.2% | +73.8% |
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