+229.3%
APLD vs ARES
+103.9%
+125.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.0% | -6.8% | -6.7% |
| 7D | +2.7% | +0.5% | +2.2% | +2.3% |
| 30D | -21.4% | +19.7% | -41.1% | -34.9% |
| 3M | -47.8% | -9.0% | -38.9% | -44.0% |
| 6M | -64.9% | +11.5% | -76.4% | -69.4% |
| YTD | -34.9% | -13.8% | -21.0% | -28.7% |
| 1Y | -30.7% | -5.6% | -25.2% | -31.1% |
| 3Y | +305.3% | +36.1% | +269.2% | +159.3% |
| All | +229.3% | +103.9% | +125.4% | +19.1% |
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