-7.8%
ARES vs ADVB
-77.7%
+69.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | +0.2% |
| 7D | +4.5% | -13.9% | +18.5% | +4.4% |
| 30D | +15.7% | -68.1% | +83.9% | +14.9% |
| 3M | -2.0% | -73.4% | +71.4% | -2.8% |
| 6M | +10.4% | -70.8% | +81.2% | +10.7% |
| YTD | -14.2% | -66.1% | +51.9% | -12.2% |
| 1Y | -7.8% | -77.5% | +69.7% | -3.1% |
| All | -7.8% | -77.7% | +69.9% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling