+616.7%
ADI vs ARES
+971.5%
-354.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | +0.1% |
| 7D | +1.3% | -7.7% | +9.0% | +4.7% |
| 30D | -6.0% | -8.7% | +2.8% | -2.6% |
| 3M | -7.7% | +2.8% | -10.6% | -9.7% |
| 6M | +14.0% | +23.1% | -9.1% | +1.8% |
| YTD | +34.4% | -17.3% | +51.6% | +41.0% |
| 1Y | +48.0% | -24.3% | +72.3% | +60.4% |
| 3Y | +113.3% | +34.9% | +78.4% | +75.0% |
| 5Y | +131.1% | +93.5% | +37.6% | +57.2% |
| All | +616.7% | +971.5% | -354.8% | +202.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling