+10.3%
APA vs ARES
+47.3%
-37.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.1% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +15.7% | +1.3% | +14.4% | +15.0% |
| 3M | +16.5% | +10.4% | +6.1% | +11.7% |
| 6M | +35.1% | +29.0% | +6.1% | +20.3% |
| YTD | +82.2% | -12.2% | +94.4% | +90.5% |
| 1Y | +102.5% | -18.4% | +120.9% | +117.6% |
| 3Y | +10.3% | +43.2% | -32.9% | -5.1% |
| All | +10.3% | +47.3% | -37.0% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling