+47.8%
ADP vs ARES
+37.4%
+10.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +3.2% | +4.5% | -1.3% | +2.5% |
| 30D | +14.9% | +15.7% | -0.8% | +12.1% |
| 3M | +11.6% | -2.0% | +13.6% | +11.8% |
| 6M | +48.5% | +10.4% | +38.0% | +45.4% |
| YTD | +20.6% | -14.2% | +34.8% | +22.4% |
| 1Y | +23.7% | -7.8% | +31.5% | +23.8% |
| 3Y | +47.8% | +41.4% | +6.4% | +42.5% |
| All | +47.8% | +37.4% | +10.4% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling