-7.7%
ADP vs ARES
-18.8%
+11.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.3% |
| 7D | -5.5% | -0.3% | -5.1% | -5.4% |
| 30D | -1.2% | +1.3% | -2.5% | -1.4% |
| 3M | +17.9% | +10.4% | +7.5% | +16.1% |
| 6M | +20.3% | +29.0% | -8.7% | +15.1% |
| YTD | +5.8% | -12.2% | +18.0% | +7.0% |
| 1Y | -7.7% | -18.4% | +10.7% | -6.9% |
| All | -7.7% | -18.8% | +11.1% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling