-3.9%
ARES vs ADVB
-88.3%
+84.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -1.7% | -3.8% | +2.1% | -1.7% |
| 30D | +0.3% | +17.6% | -17.3% | +0.1% |
| 3M | +8.5% | +119.1% | -110.7% | +7.4% |
| 6M | +23.5% | +103.4% | -79.9% | +21.3% |
| YTD | -11.2% | +59.8% | -71.1% | -11.9% |
| 1Y | -19.3% | +8.5% | -27.8% | -19.8% |
| All | -3.9% | -88.3% | +84.5% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling