-34.0%
APA vs ARES
+1,196.0%
-1,229.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | +0.5% | -1.7% | +2.2% | +1.2% |
| 30D | +23.4% | +0.3% | +23.1% | +22.7% |
| 3M | +12.7% | +8.5% | +4.2% | +6.7% |
| 6M | +39.4% | +23.5% | +15.9% | +21.1% |
| YTD | +79.0% | -11.2% | +90.2% | +80.2% |
| 1Y | +88.8% | -19.3% | +108.1% | +97.3% |
| 3Y | +6.4% | +48.7% | -42.3% | -20.6% |
| 5Y | +153.0% | +106.5% | +46.4% | +54.8% |
| 10Y | +7.5% | +1,055.3% | -1,047.8% | -64.4% |
| All | -34.0% | +1,196.0% | -1,229.9% | -80.4% |
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