+102.6%
ADM vs ARES
+1,313.3%
-1,210.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -1.0% |
| 7D | -7.8% | +5.0% | -12.8% | -8.8% |
| 30D | -12.6% | +19.1% | -31.7% | -15.8% |
| 3M | -8.2% | +3.1% | -11.3% | -9.2% |
| 6M | -8.9% | +12.9% | -21.8% | -12.0% |
| YTD | +24.0% | -10.7% | +34.6% | +25.0% |
| 1Y | +26.2% | -5.5% | +31.7% | +25.2% |
| 3Y | +7.0% | +45.0% | -38.0% | -9.3% |
| 5Y | +24.9% | +87.4% | -62.5% | -5.1% |
| 10Y | +102.6% | +1,267.4% | -1,164.8% | +1.5% |
| All | +102.6% | +1,313.3% | -1,210.7% | +1.5% |
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