+387.8%
BLK vs ARES
+1,142.5%
-754.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +0.9% | -0.9% |
| 7D | -2.7% | -2.7% | 0.0% | -1.6% |
| 30D | -4.8% | -2.4% | -2.4% | -3.9% |
| 3M | +6.5% | +3.9% | +2.6% | +4.3% |
| 6M | +13.1% | +26.4% | -13.2% | +1.6% |
| YTD | +1.8% | -14.9% | +16.7% | +6.6% |
| 1Y | -1.0% | -20.4% | +19.4% | +5.9% |
| 3Y | +66.0% | +38.8% | +27.2% | +36.9% |
| 5Y | +31.2% | +97.0% | -65.7% | -8.4% |
| 10Y | +278.5% | +999.8% | -721.3% | +54.8% |
| All | +387.8% | +1,142.5% | -754.8% | +84.0% |
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