+1,361.6%
AAPL vs ARES
+1,100.6%
+261.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +1.0% |
| 7D | +3.2% | -0.3% | +3.5% | +3.3% |
| 30D | +4.1% | +15.3% | -11.2% | -1.1% |
| 3M | +17.5% | -5.4% | +22.9% | +19.2% |
| 6M | +20.6% | +10.0% | +10.6% | +14.9% |
| YTD | +31.0% | -14.7% | +45.7% | +34.4% |
| 1Y | +30.2% | -9.7% | +39.9% | +30.3% |
| 3Y | +92.9% | +35.8% | +57.0% | +57.4% |
| 5Y | +142.4% | +80.9% | +61.5% | +69.7% |
| All | +1,361.6% | +1,100.6% | +261.1% | +502.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling