+220.6%
APLD vs ARES
+102.9%
+117.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.2% | +9.5% | +9.6% |
| 7D | -12.7% | +4.5% | -17.3% | -17.2% |
| 30D | -34.7% | +15.7% | -50.4% | -44.1% |
| 3M | -46.1% | -2.0% | -44.1% | -46.3% |
| 6M | -64.9% | +10.4% | -75.3% | -69.1% |
| YTD | -36.6% | -14.2% | -22.3% | -30.3% |
| 1Y | -50.0% | -7.8% | -42.2% | -48.9% |
| 3Y | +190.1% | +41.4% | +148.7% | +76.4% |
| All | +220.6% | +102.9% | +117.7% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling