+87.4%
ARES vs BWA
+34.0%
+53.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.2% | +1.9% |
| 7D | +5.0% | -0.6% | +5.6% | +5.1% |
| 30D | +19.1% | -16.1% | +35.2% | +27.9% |
| 3M | +3.1% | -24.6% | +27.7% | +15.6% |
| 6M | +12.9% | -15.7% | +28.5% | +19.1% |
| YTD | -10.7% | +15.1% | -25.7% | -21.3% |
| 1Y | -5.5% | +15.9% | -21.4% | -17.3% |
| 3Y | +45.0% | +67.1% | -22.1% | -0.9% |
| 5Y | +87.4% | +34.7% | +52.7% | +28.1% |
| All | +87.4% | +34.0% | +53.4% | +28.1% |
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