-22.0%
BAX vs ARES
+1,152.0%
-1,174.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +12.1% | +4.5% | +7.6% | +11.1% |
| 30D | +7.6% | +15.7% | -8.2% | +4.2% |
| 3M | -4.5% | -2.0% | -2.5% | -4.3% |
| 6M | +52.0% | +10.4% | +41.6% | +48.2% |
| YTD | +35.1% | -14.2% | +49.4% | +37.8% |
| 1Y | +43.7% | -7.8% | +51.5% | +44.1% |
| 3Y | -20.9% | +41.4% | -62.3% | -29.0% |
| 5Y | -63.5% | +83.7% | -147.2% | -69.8% |
| 10Y | -36.0% | +1,204.1% | -1,240.1% | -64.1% |
| All | -22.0% | +1,152.0% | -1,174.0% | -57.0% |
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