-3.2%
ARES vs ADVB
-97.4%
+94.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.6% | +4.2% |
| 7D | +5.0% | -1.2% | +6.2% | +5.0% |
| 30D | +19.1% | -61.4% | +80.5% | +19.5% |
| 3M | +3.1% | -67.8% | +70.9% | +3.5% |
| 6M | +12.9% | -66.9% | +79.7% | +13.0% |
| YTD | -10.7% | -64.9% | +54.2% | -10.8% |
| 1Y | -5.5% | -74.8% | +69.2% | -4.7% |
| All | -3.2% | -97.4% | +94.2% | +18.6% |
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