+21.3%
ADM vs ARES
-9.0%
+30.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.1% | -5.8% | +0.4% |
| 7D | -8.3% | +10.5% | -18.8% | -8.1% |
| 30D | -14.1% | +16.8% | -30.9% | -13.8% |
| 3M | -10.7% | -3.2% | -7.5% | -10.7% |
| 6M | -5.9% | +16.4% | -22.3% | -5.6% |
| YTD | +25.8% | -12.4% | +38.2% | +30.9% |
| 1Y | +21.3% | -6.9% | +28.1% | +26.6% |
| All | +21.3% | -9.0% | +30.2% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling