-2.6%
APA vs ARES
+1,006.5%
-1,009.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.1% | +6.0% | +4.4% |
| 7D | +0.3% | -2.7% | +3.0% | +1.5% |
| 30D | +9.3% | -2.4% | +11.7% | +10.0% |
| 3M | +23.3% | +3.9% | +19.4% | +18.7% |
| 6M | +39.5% | +26.4% | +13.1% | +18.3% |
| YTD | +87.6% | -14.9% | +102.5% | +92.8% |
| 1Y | +114.2% | -20.4% | +134.7% | +125.4% |
| 3Y | +13.6% | +38.8% | -25.2% | -15.0% |
| 5Y | +175.6% | +97.0% | +78.6% | +62.6% |
| 10Y | -2.6% | +999.8% | -1,002.4% | -68.5% |
| All | -2.6% | +1,006.5% | -1,009.1% | -68.5% |
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