+930.0%
APH vs ARES
+1,112.4%
-182.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.1% |
| 7D | +4.9% | +0.5% | +4.4% | +4.7% |
| 30D | -5.4% | +19.7% | -25.1% | -12.0% |
| 3M | -5.5% | -9.0% | +3.5% | -2.7% |
| 6M | +25.9% | +11.5% | +14.4% | +18.9% |
| YTD | +16.4% | -13.8% | +30.2% | +18.9% |
| 1Y | +16.5% | -5.6% | +22.1% | +14.3% |
| 3Y | +270.9% | +36.1% | +234.7% | +209.7% |
| 5Y | +289.5% | +82.7% | +206.8% | +179.9% |
| All | +930.0% | +1,112.4% | -182.4% | +350.8% |
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