+24.6%
BND vs ARES
+1,157.9%
-1,133.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -1.4% | +0.5% | -1.9% | -1.4% |
| 30D | +0.6% | +19.7% | -19.1% | +0.3% |
| 3M | -1.6% | -9.0% | +7.4% | -1.5% |
| 6M | -1.5% | +11.5% | -13.1% | -1.7% |
| YTD | -1.5% | -13.8% | +12.4% | -1.4% |
| 1Y | -1.1% | -5.6% | +4.5% | -1.1% |
| 3Y | +13.6% | +36.1% | -22.5% | +12.7% |
| 5Y | -1.8% | +82.7% | -84.5% | -3.3% |
| 10Y | +17.0% | +1,101.7% | -1,084.7% | +15.9% |
| All | +24.6% | +1,157.9% | -1,133.3% | +23.8% |
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