+11.7%
BABA vs ARES
+1,112.4%
-1,100.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -13.8% | +0.5% | -14.2% | -13.9% |
| 30D | -15.1% | +19.7% | -34.8% | -19.9% |
| 3M | -22.7% | -9.0% | -13.8% | -20.7% |
| 6M | -34.7% | +11.5% | -46.2% | -37.6% |
| YTD | -35.0% | -13.8% | -21.2% | -33.4% |
| 1Y | -40.4% | -5.6% | -34.8% | -40.9% |
| 3Y | +21.9% | +36.1% | -14.2% | +0.7% |
| 5Y | -39.9% | +82.7% | -122.6% | -57.1% |
| All | +11.7% | +1,112.4% | -1,100.7% | -48.1% |
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