+313.7%
ADP vs ARES
+1,313.3%
-999.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.7% |
| 7D | +1.1% | +5.0% | -3.9% | -0.4% |
| 30D | +11.5% | +19.1% | -7.6% | +5.8% |
| 3M | +12.0% | +3.1% | +9.0% | +10.7% |
| 6M | +43.8% | +12.9% | +31.0% | +37.3% |
| YTD | +20.1% | -10.7% | +30.7% | +21.5% |
| 1Y | +22.3% | -5.5% | +27.8% | +21.3% |
| 3Y | +43.3% | +45.0% | -1.7% | +17.3% |
| 5Y | +47.3% | +87.4% | -40.0% | +6.0% |
| 10Y | +313.7% | +1,267.4% | -953.7% | +76.9% |
| All | +313.7% | +1,313.3% | -999.6% | +76.9% |
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