+87.4%
BAC vs ARES
+37.4%
+50.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.2% | +4.5% | -5.7% | -2.6% |
| 30D | -7.7% | +15.7% | -23.4% | -12.0% |
| 3M | -21.2% | -2.0% | -19.1% | -21.0% |
| 6M | -6.8% | +10.4% | -17.3% | -11.0% |
| YTD | -8.7% | -14.2% | +5.5% | -5.1% |
| 1Y | -5.3% | -7.8% | +2.5% | -4.9% |
| 3Y | +87.4% | +41.4% | +46.1% | +68.6% |
| All | +87.4% | +37.4% | +50.0% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling