+534.0%
BNY vs ARES
+1,142.5%
-608.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.8% |
| 7D | +0.3% | -2.7% | +3.0% | +1.2% |
| 30D | +1.9% | -2.4% | +4.3% | +2.5% |
| 3M | +13.9% | +3.9% | +10.0% | +11.7% |
| 6M | +42.3% | +26.4% | +15.9% | +29.5% |
| YTD | +41.8% | -14.9% | +56.7% | +46.2% |
| 1Y | +57.9% | -20.4% | +78.4% | +65.6% |
| 3Y | +290.7% | +38.8% | +251.9% | +229.9% |
| 5Y | +252.3% | +97.0% | +155.3% | +157.0% |
| 10Y | +412.8% | +999.8% | -587.0% | +135.2% |
| All | +534.0% | +1,142.5% | -608.5% | +170.6% |
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