-66.9%
BAX vs ARES
+105.3%
-172.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.5% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -9.7% | +1.3% | -11.0% | -10.0% |
| 3M | +29.3% | +10.4% | +18.9% | +26.5% |
| 6M | +40.7% | +29.0% | +11.6% | +33.1% |
| YTD | +30.3% | -12.2% | +42.5% | +32.4% |
| 1Y | +3.4% | -18.4% | +21.8% | +6.2% |
| 3Y | -32.0% | +43.2% | -75.2% | -38.1% |
| 5Y | -66.9% | +102.6% | -169.5% | -72.5% |
| All | -66.9% | +105.3% | -172.2% | -72.5% |
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 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