+56.3%
BA vs ARES
+1,188.6%
-1,132.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.1% |
| 7D | -1.4% | +0.8% | -2.1% | -1.8% |
| 30D | -7.9% | +16.7% | -24.6% | -14.0% |
| 3M | -25.2% | -2.6% | -22.5% | -24.7% |
| 6M | -26.7% | +13.0% | -39.7% | -31.2% |
| YTD | -19.6% | -11.7% | -7.9% | -18.0% |
| 1Y | -10.6% | -6.7% | -3.9% | -11.5% |
| 3Y | -11.2% | +40.5% | -51.7% | -30.1% |
| 5Y | -20.4% | +88.2% | -108.7% | -47.0% |
| 10Y | +26.8% | +1,131.0% | -1,104.2% | -52.6% |
| All | +56.3% | +1,188.6% | -1,132.3% | -43.6% |
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