+90.0%
BA vs ARES
+1,196.0%
-1,105.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | +1.2% | -1.7% | +2.8% | +1.8% |
| 30D | -11.6% | +0.3% | -11.9% | -11.9% |
| 3M | -2.4% | +8.5% | -10.9% | -6.3% |
| 6M | -6.6% | +23.5% | -30.1% | -16.1% |
| YTD | -2.2% | -11.2% | +9.0% | -0.2% |
| 1Y | -8.0% | -19.3% | +11.3% | -3.0% |
| 3Y | -5.0% | +48.7% | -53.6% | -27.1% |
| 5Y | -2.7% | +106.5% | -109.2% | -37.7% |
| 10Y | +75.9% | +1,055.3% | -979.5% | -33.9% |
| All | +90.0% | +1,196.0% | -1,105.9% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling