+129.8%
BP vs ARES
+1,041.5%
-911.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.7% |
| 7D | +0.9% | -0.3% | +1.3% | +1.0% |
| 30D | +9.1% | +1.3% | +7.8% | +8.5% |
| 3M | +3.9% | +10.4% | -6.4% | +0.3% |
| 6M | +13.6% | +29.0% | -15.4% | +3.9% |
| YTD | +34.0% | -12.2% | +46.2% | +35.8% |
| 1Y | +39.2% | -18.4% | +57.6% | +43.3% |
| 3Y | +36.4% | +43.2% | -6.8% | +13.0% |
| 5Y | +135.8% | +102.6% | +33.2% | +67.0% |
| All | +129.8% | +1,041.5% | -911.6% | -0.8% |
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 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