+102.6%
ARES vs BWA
+88.6%
+14.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.3% |
| 7D | -0.3% | +4.3% | -4.6% | -2.2% |
| 30D | +1.3% | -2.9% | +4.2% | +2.3% |
| 3M | +10.4% | -12.4% | +22.8% | +16.3% |
| 6M | +29.0% | +28.6% | +0.4% | +12.9% |
| YTD | -12.2% | +48.2% | -60.4% | -30.0% |
| 1Y | -18.4% | +50.9% | -69.4% | -35.9% |
| 3Y | +43.2% | +72.2% | -29.0% | +0.9% |
| 5Y | +102.6% | +91.1% | +11.5% | +25.0% |
| All | +102.6% | +88.6% | +14.0% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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