-35.7%
BABA vs ARES
+85.0%
-120.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | -3.6% | +0.8% | -4.3% | -3.9% |
| 30D | -8.4% | +16.7% | -25.1% | -13.4% |
| 3M | -20.6% | -2.6% | -18.0% | -20.3% |
| 6M | -25.4% | +13.0% | -38.3% | -29.5% |
| YTD | -30.1% | -11.7% | -18.4% | -28.5% |
| 1Y | -36.3% | -6.7% | -29.6% | -36.5% |
| 3Y | +30.4% | +40.5% | -10.1% | -3.7% |
| 5Y | -35.7% | +88.2% | -123.9% | -63.8% |
| All | -35.7% | +85.0% | -120.7% | -63.8% |
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