+57.3%
BMY vs ARES
+1,100.6%
-1,043.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.5% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | +10.0% | +15.3% | -5.3% | +7.7% |
| 3M | -1.2% | -5.4% | +4.2% | -0.5% |
| 6M | +12.8% | +10.0% | +2.8% | +10.8% |
| YTD | +20.7% | -14.7% | +35.4% | +22.1% |
| 1Y | +32.6% | -9.7% | +42.3% | +32.9% |
| 3Y | +41.8% | +35.8% | +6.0% | +29.2% |
| 5Y | +29.0% | +80.9% | -51.9% | +8.7% |
| All | +57.3% | +1,100.6% | -1,043.3% | -4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling