-21.9%
BAX vs ARES
+1,196.0%
-1,217.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | -1.1% | -1.7% | +0.5% | -0.8% |
| 30D | -5.5% | +0.3% | -5.7% | -5.6% |
| 3M | +33.5% | +8.5% | +25.1% | +30.9% |
| 6M | +35.9% | +23.5% | +12.4% | +29.1% |
| YTD | +35.4% | -11.2% | +46.6% | +37.2% |
| 1Y | +9.8% | -19.3% | +29.0% | +13.2% |
| 3Y | -32.7% | +48.7% | -81.4% | -40.3% |
| 5Y | -65.6% | +106.5% | -172.1% | -72.2% |
| 10Y | -34.9% | +1,055.3% | -1,090.2% | -63.1% |
| All | -21.9% | +1,196.0% | -1,217.8% | -57.2% |
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