+25.1%
BIL vs ARES
+1,196.0%
-1,170.9%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.1% | -1.7% | +1.8% | +0.1% |
| 30D | +0.3% | +0.3% | +0.1% | +0.3% |
| 3M | +0.9% | +8.5% | -7.5% | +0.9% |
| 6M | +1.8% | +23.5% | -21.6% | +1.8% |
| YTD | +2.4% | -11.2% | +13.7% | +2.4% |
| 1Y | +3.7% | -19.3% | +23.0% | +3.7% |
| 3Y | +14.2% | +48.7% | -34.5% | +14.2% |
| 5Y | +19.4% | +106.5% | -87.1% | +19.4% |
| 10Y | +25.2% | +1,055.3% | -1,030.1% | +25.3% |
| All | +25.1% | +1,196.0% | -1,170.9% | +25.2% |
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