-20.1%
BAX vs ARES
+1,204.3%
-1,224.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +1.5% |
| 7D | +9.0% | +5.0% | +4.1% | +7.9% |
| 30D | +8.5% | +19.1% | -10.6% | +4.4% |
| 3M | -4.1% | +3.1% | -7.2% | -4.9% |
| 6M | +46.9% | +12.9% | +34.1% | +42.6% |
| YTD | +38.4% | -10.7% | +49.0% | +39.9% |
| 1Y | +47.0% | -5.5% | +52.5% | +46.6% |
| 3Y | -14.9% | +45.0% | -59.9% | -24.0% |
| 5Y | -62.5% | +87.4% | -149.9% | -69.1% |
| 10Y | -33.9% | +1,267.4% | -1,301.3% | -63.3% |
| All | -20.1% | +1,204.3% | -1,224.4% | -56.4% |
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