+28.2%
BABA vs ARES
+1,215.6%
-1,187.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.6% |
| 7D | -4.8% | -1.7% | -3.1% | -4.3% |
| 30D | -11.9% | +0.3% | -12.2% | -12.2% |
| 3M | -9.3% | +8.5% | -17.7% | -11.9% |
| 6M | -14.2% | +23.5% | -37.7% | -20.4% |
| YTD | -22.0% | -11.2% | -10.8% | -20.8% |
| 1Y | -12.7% | -19.3% | +6.6% | -9.5% |
| 3Y | +26.7% | +48.7% | -22.0% | +4.6% |
| 5Y | -29.3% | +106.5% | -135.9% | -48.4% |
| 10Y | +21.2% | +1,055.3% | -1,034.1% | -38.6% |
| All | +28.2% | +1,215.6% | -1,187.4% | -33.5% |
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