+25.5%
BIL vs ARES
+1,188.6%
-1,163.0%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +0.1% | +0.8% | -0.7% | +0.1% |
| 30D | 0.0% | +16.7% | -16.7% | 0.0% |
| 3M | +0.6% | -2.6% | +3.2% | +0.6% |
| 6M | +1.5% | +13.0% | -11.4% | +1.5% |
| YTD | +2.8% | -11.7% | +14.5% | +2.8% |
| 1Y | +3.3% | -6.7% | +10.0% | +3.3% |
| 3Y | +13.4% | +40.5% | -27.1% | +13.4% |
| 5Y | +19.8% | +88.2% | -68.4% | +19.8% |
| 10Y | +25.7% | +1,131.0% | -1,105.2% | +25.8% |
| All | +25.5% | +1,188.6% | -1,163.0% | +25.6% |
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