+67.1%
ADM vs ARES
+97.0%
-29.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +2.8% |
| 7D | +1.4% | -2.7% | +4.0% | +1.7% |
| 30D | +8.2% | -2.4% | +10.6% | +8.4% |
| 3M | +8.7% | +3.9% | +4.8% | +7.9% |
| 6M | +29.1% | +26.4% | +2.7% | +24.5% |
| YTD | +53.7% | -14.9% | +68.5% | +56.4% |
| 1Y | +43.2% | -20.4% | +63.7% | +46.8% |
| 3Y | +21.4% | +38.8% | -17.4% | +9.1% |
| 5Y | +67.1% | +97.0% | -29.9% | +35.0% |
| All | +67.1% | +97.0% | -29.9% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling