+269.3%
APLD vs ARES
+108.9%
+160.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.1% | +8.5% | +8.4% |
| 7D | +7.8% | +0.8% | +7.1% | +7.5% |
| 30D | -23.0% | +16.7% | -39.7% | -34.5% |
| 3M | -39.7% | -2.6% | -37.0% | -39.4% |
| 6M | -59.8% | +13.0% | -72.8% | -65.4% |
| YTD | -27.0% | -11.7% | -15.2% | -21.8% |
| 1Y | -37.3% | -6.7% | -30.6% | -36.5% |
| 3Y | +281.9% | +40.5% | +241.4% | +136.4% |
| All | +269.3% | +108.9% | +160.4% | +30.6% |
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 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