+26.1%
BND vs ARES
+1,196.0%
-1,169.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.1% | -1.7% | +1.5% | -0.1% |
| 30D | -0.4% | +0.3% | -0.6% | -0.4% |
| 3M | -0.6% | +8.5% | -9.1% | -0.8% |
| 6M | -1.4% | +23.5% | -24.9% | -1.7% |
| YTD | -0.2% | -11.2% | +11.0% | -0.2% |
| 1Y | +1.3% | -19.3% | +20.6% | +1.4% |
| 3Y | +13.2% | +48.7% | -35.5% | +12.1% |
| 5Y | -1.6% | +106.5% | -108.1% | -3.1% |
| 10Y | +15.5% | +1,055.3% | -1,039.9% | +14.3% |
| All | +26.1% | +1,196.0% | -1,169.9% | +25.3% |
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