-3.4%
ARES vs ADVB
-97.4%
+94.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.1% |
| 7D | +8.1% | -4.1% | +12.2% | +8.1% |
| 30D | +18.9% | -60.3% | +79.2% | +19.3% |
| 3M | +2.3% | -73.3% | +75.7% | +2.8% |
| 6M | +12.7% | -65.9% | +78.6% | +12.9% |
| YTD | -10.8% | -63.9% | +53.1% | -11.0% |
| 1Y | -5.3% | -74.1% | +68.8% | -4.5% |
| All | -3.4% | -97.4% | +94.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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