+1,164.6%
ARES vs BWA
+50.5%
+1,114.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.7% | -2.0% |
| 7D | -1.7% | +5.7% | -7.3% | -3.7% |
| 30D | +0.3% | +1.4% | -1.1% | -0.5% |
| 3M | +8.5% | -12.1% | +20.6% | +13.1% |
| 6M | +23.5% | +28.6% | -5.1% | +10.9% |
| YTD | -11.2% | +51.1% | -62.3% | -26.1% |
| 1Y | -19.3% | +55.9% | -75.2% | -33.8% |
| 3Y | +48.7% | +70.1% | -21.5% | +14.5% |
| 5Y | +106.5% | +90.7% | +15.8% | +50.4% |
| 10Y | +1,055.3% | +154.0% | +901.4% | +601.9% |
| All | +1,164.6% | +50.5% | +1,114.1% | +684.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling