-28.3%
BABA vs ARES
+83.4%
-111.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +11.6% | +4.5% | +7.1% | +9.9% |
| 30D | +2.3% | +15.7% | -13.5% | -3.0% |
| 3M | -13.7% | -2.0% | -11.7% | -13.6% |
| 6M | -21.9% | +10.4% | -32.3% | -25.6% |
| YTD | -24.6% | -14.2% | -10.4% | -22.1% |
| 1Y | -34.1% | -7.8% | -26.3% | -34.1% |
| 3Y | +36.3% | +41.4% | -5.1% | -0.3% |
| All | -28.3% | +83.4% | -111.6% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling