+214.5%
BAC vs ARES
+1,100.6%
-886.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +1.1% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | -6.4% | +15.3% | -21.7% | -12.0% |
| 3M | -21.7% | -5.4% | -16.3% | -20.3% |
| 6M | +0.5% | +10.0% | -9.5% | -5.0% |
| YTD | -6.7% | -14.7% | +8.0% | -3.5% |
| 1Y | -4.7% | -9.7% | +5.0% | -4.2% |
| 3Y | +96.1% | +35.8% | +60.3% | +58.2% |
| 5Y | +21.7% | +80.9% | -59.2% | -17.5% |
| All | +214.5% | +1,100.6% | -886.1% | +8.0% |
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