+18.0%
BAC vs ARES
+83.4%
-65.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.2% | +4.5% | -5.7% | -2.8% |
| 30D | -7.7% | +15.7% | -23.4% | -12.6% |
| 3M | -21.2% | -2.0% | -19.1% | -21.0% |
| 6M | -6.8% | +10.4% | -17.3% | -11.4% |
| YTD | -8.7% | -14.2% | +5.5% | -5.5% |
| 1Y | -5.3% | -7.8% | +2.5% | -5.3% |
| 3Y | +87.4% | +41.4% | +46.1% | +52.4% |
| All | +18.0% | +83.4% | -65.4% | -18.3% |
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