+275.3%
BKNG vs ARES
+1,142.5%
-867.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.7% | -2.7% |
| 7D | -13.1% | -2.7% | -10.4% | -12.3% |
| 30D | -18.5% | -2.4% | -16.1% | -17.9% |
| 3M | +5.8% | +3.9% | +1.8% | +3.5% |
| 6M | -2.1% | +26.4% | -28.5% | -11.6% |
| YTD | -18.6% | -14.9% | -3.8% | -15.7% |
| 1Y | -21.7% | -20.4% | -1.2% | -17.4% |
| 3Y | +40.9% | +38.8% | +2.1% | +18.0% |
| 5Y | +91.0% | +97.0% | -6.0% | +37.5% |
| 10Y | +213.2% | +999.8% | -786.6% | +45.8% |
| All | +275.3% | +1,142.5% | -867.3% | +64.7% |
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 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