+101.6%
BMY vs ARES
+1,196.0%
-1,094.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +0.4% | -1.7% | +2.0% | +0.6% |
| 30D | +5.0% | +0.3% | +4.7% | +4.9% |
| 3M | +19.4% | +8.5% | +10.9% | +17.8% |
| 6M | +9.5% | +23.5% | -13.9% | +5.9% |
| YTD | +28.1% | -11.2% | +39.3% | +28.9% |
| 1Y | +50.0% | -19.3% | +69.3% | +52.6% |
| 3Y | +24.1% | +48.7% | -24.6% | +12.7% |
| 5Y | +25.0% | +106.5% | -81.5% | +4.9% |
| 10Y | +68.7% | +1,055.3% | -986.7% | +7.0% |
| All | +101.6% | +1,196.0% | -1,094.3% | +26.5% |
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