+23.4%
BA vs ARES
+1,100.6%
-1,077.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -0.1% |
| 7D | -0.6% | -0.3% | -0.2% | -0.5% |
| 30D | -8.0% | +15.3% | -23.3% | -14.5% |
| 3M | -25.8% | -5.4% | -20.4% | -24.3% |
| 6M | -27.6% | +10.0% | -37.6% | -31.8% |
| YTD | -21.0% | -14.7% | -6.3% | -17.9% |
| 1Y | -12.3% | -9.7% | -2.6% | -12.1% |
| 3Y | -12.8% | +35.8% | -48.6% | -33.8% |
| 5Y | -22.4% | +80.9% | -103.3% | -52.0% |
| All | +23.4% | +1,100.6% | -1,077.2% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling