+429.8%
BAC vs ARES
+1,196.0%
-766.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +1.1% | -1.7% | +2.8% | +1.7% |
| 30D | -0.4% | +0.3% | -0.7% | -0.8% |
| 3M | +16.9% | +8.5% | +8.4% | +12.2% |
| 6M | +26.6% | +23.5% | +3.1% | +14.3% |
| YTD | +15.8% | -11.2% | +27.0% | +18.0% |
| 1Y | +27.2% | -19.3% | +46.5% | +33.7% |
| 3Y | +132.4% | +48.7% | +83.8% | +85.8% |
| 5Y | +72.6% | +106.5% | -34.0% | +16.6% |
| 10Y | +389.7% | +1,055.3% | -665.6% | +84.9% |
| All | +429.8% | +1,196.0% | -766.2% | +83.5% |
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