+244.7%
APLD vs ARES
+111.4%
+133.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.2% | +3.3% | +3.7% |
| 7D | +3.1% | +5.0% | -1.9% | -2.0% |
| 30D | -29.4% | +19.1% | -48.5% | -41.0% |
| 3M | -42.8% | +3.1% | -45.9% | -45.5% |
| 6M | -59.5% | +12.9% | -72.3% | -65.0% |
| YTD | -31.8% | -10.7% | -21.2% | -27.7% |
| 1Y | -46.0% | -5.5% | -40.5% | -45.9% |
| 3Y | +252.0% | +45.0% | +207.0% | +110.6% |
| All | +244.7% | +111.4% | +133.3% | +20.7% |
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