+127.7%
ADM vs ARES
+1,202.8%
-1,075.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -1.8% | +8.1% | -10.0% | -3.4% |
| 30D | -13.3% | +18.9% | -32.2% | -16.3% |
| 3M | -13.4% | +2.3% | -15.7% | -14.1% |
| 6M | -9.6% | +12.7% | -22.3% | -12.5% |
| YTD | +23.0% | -10.8% | +33.8% | +23.9% |
| 1Y | +27.4% | -5.3% | +32.7% | +26.3% |
| 3Y | +5.7% | +42.0% | -36.4% | -8.5% |
| 5Y | +22.1% | +88.3% | -66.2% | -4.8% |
| 10Y | +106.0% | +1,148.2% | -1,042.3% | +5.1% |
| All | +127.7% | +1,202.8% | -1,075.1% | +11.0% |
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