-30.7%
APA vs ARES
+1,152.0%
-1,182.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.6% |
| 7D | -15.5% | +4.5% | -20.1% | -17.5% |
| 30D | +2.4% | +15.7% | -13.4% | -4.7% |
| 3M | +22.8% | -2.0% | +24.8% | +22.3% |
| 6M | +17.9% | +10.4% | +7.5% | +9.0% |
| YTD | +87.7% | -14.2% | +101.9% | +90.2% |
| 1Y | +94.2% | -7.8% | +101.9% | +88.8% |
| 3Y | +27.2% | +41.4% | -14.2% | -3.2% |
| 5Y | +74.1% | +83.7% | -9.5% | +11.7% |
| 10Y | +2.6% | +1,204.1% | -1,201.4% | -66.9% |
| All | -30.7% | +1,152.0% | -1,182.7% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling