+177.6%
ADM vs ARES
+1,181.8%
-1,004.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -0.1% | -0.3% | +0.3% | 0.0% |
| 30D | +11.0% | +1.3% | +9.7% | +10.6% |
| 3M | +6.0% | +10.4% | -4.4% | +3.4% |
| 6M | +26.9% | +29.0% | -2.1% | +18.9% |
| YTD | +50.0% | -12.2% | +62.2% | +51.9% |
| 1Y | +39.6% | -18.4% | +58.0% | +42.9% |
| 3Y | +18.5% | +43.2% | -24.6% | +2.3% |
| 5Y | +62.6% | +102.6% | -40.0% | +24.3% |
| 10Y | +162.4% | +1,029.6% | -867.2% | +36.2% |
| All | +177.6% | +1,181.8% | -1,004.2% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling