+944.2%
APH vs ARES
+1,145.7%
-201.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | +0.4% | +0.8% | -0.4% | +0.2% |
| 30D | -8.0% | +16.7% | -24.7% | -13.5% |
| 3M | -5.0% | -2.6% | -2.4% | -4.7% |
| 6M | +29.9% | +13.0% | +17.0% | +22.1% |
| YTD | +18.0% | -11.7% | +29.7% | +19.5% |
| 1Y | +11.3% | -6.7% | +18.0% | +10.0% |
| 3Y | +274.9% | +40.5% | +234.4% | +209.6% |
| 5Y | +300.6% | +88.2% | +212.4% | +184.9% |
| 10Y | +944.2% | +1,131.0% | -186.7% | +353.0% |
| All | +944.2% | +1,145.7% | -201.5% | +353.0% |
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