-27.5%
APA vs ARES
+1,188.6%
-1,216.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +4.1% |
| 7D | +5.1% | +0.8% | +4.3% | +4.6% |
| 30D | +0.3% | +16.7% | -16.4% | -7.1% |
| 3M | +15.6% | -2.6% | +18.3% | +15.5% |
| 6M | +28.9% | +13.0% | +15.9% | +18.0% |
| YTD | +96.6% | -11.7% | +108.3% | +96.5% |
| 1Y | +95.5% | -6.7% | +102.2% | +89.2% |
| 3Y | +41.8% | +40.5% | +1.3% | +8.4% |
| 5Y | +85.4% | +88.2% | -2.8% | +17.7% |
| 10Y | +4.5% | +1,131.0% | -1,126.4% | -66.1% |
| All | -27.5% | +1,188.6% | -1,216.0% | -78.6% |
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