+6.1%
APA vs ARES
+1,112.4%
-1,106.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | +8.5% | +0.5% | +8.1% | +8.1% |
| 30D | +2.8% | +19.7% | -16.9% | -6.7% |
| 3M | +21.7% | -9.0% | +30.7% | +25.6% |
| 6M | +32.6% | +11.5% | +21.1% | +20.8% |
| YTD | +103.7% | -13.8% | +117.5% | +106.0% |
| 1Y | +101.8% | -5.6% | +107.4% | +92.9% |
| 3Y | +48.1% | +36.1% | +11.9% | +10.1% |
| 5Y | +91.9% | +82.7% | +9.2% | +14.3% |
| All | +6.1% | +1,112.4% | -1,106.3% | -69.7% |
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