+317.2%
ADP vs ARES
+1,100.6%
-783.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.5% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | +11.6% | +15.3% | -3.7% | +6.8% |
| 3M | +15.1% | -5.4% | +20.4% | +16.6% |
| 6M | +46.0% | +10.0% | +36.0% | +40.4% |
| YTD | +22.4% | -14.7% | +37.1% | +25.5% |
| 1Y | +24.5% | -9.7% | +34.2% | +25.1% |
| 3Y | +44.8% | +35.8% | +9.0% | +20.8% |
| 5Y | +49.1% | +80.9% | -31.8% | +8.0% |
| All | +317.2% | +1,100.6% | -783.4% | +79.7% |
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