+251.7%
BAC vs ARES
+1,313.3%
-1,061.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.2% | -1.9% | +0.5% |
| 7D | +2.0% | +5.0% | -3.0% | -0.1% |
| 30D | -6.9% | +19.1% | -26.0% | -13.6% |
| 3M | -19.6% | +3.1% | -22.6% | -21.0% |
| 6M | -0.5% | +12.9% | -13.3% | -6.9% |
| YTD | -6.6% | -10.7% | +4.0% | -5.2% |
| 1Y | -3.0% | -5.5% | +2.6% | -4.3% |
| 3Y | +97.3% | +45.0% | +52.3% | +54.8% |
| 5Y | +21.9% | +87.4% | -65.5% | -18.5% |
| 10Y | +251.7% | +1,267.4% | -1,015.8% | +11.0% |
| All | +251.7% | +1,313.3% | -1,061.6% | +11.0% |
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