+120.6%
ADM vs ARES
+1,100.6%
-979.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.8% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | -14.7% | +15.3% | -30.0% | -17.3% |
| 3M | -10.4% | -5.4% | -5.0% | -9.7% |
| 6M | -10.9% | +10.0% | -21.0% | -13.6% |
| YTD | +26.0% | -14.7% | +40.7% | +28.2% |
| 1Y | +26.5% | -9.7% | +36.2% | +26.7% |
| 3Y | +8.2% | +35.8% | -27.6% | -7.1% |
| 5Y | +24.0% | +80.9% | -56.9% | -5.7% |
| All | +120.6% | +1,100.6% | -979.9% | +6.0% |
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