-2.1%
BKNG vs ARES
+28.1%
-30.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.7% | -3.3% |
| 7D | -13.1% | -2.7% | -10.4% | -12.7% |
| 30D | -18.5% | -2.4% | -16.1% | -18.1% |
| 3M | +5.8% | +3.9% | +1.8% | +5.5% |
| 6M | -2.1% | +26.4% | -28.5% | -8.7% |
| All | -2.1% | +28.1% | -30.3% | -8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling