+520.8%
APP vs ARES
+189.9%
+330.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +3.2% |
| 7D | +48.9% | +0.8% | +48.2% | +47.5% |
| 30D | +49.4% | +16.7% | +32.7% | +31.2% |
| 3M | +27.0% | -2.6% | +29.6% | +28.0% |
| 6M | -15.4% | +13.0% | -28.3% | -26.0% |
| YTD | -39.9% | -11.7% | -28.2% | -37.5% |
| 1Y | -32.0% | -6.7% | -25.3% | -32.7% |
| 3Y | +824.3% | +40.5% | +783.8% | +535.6% |
| 5Y | +252.4% | +88.2% | +164.2% | +70.1% |
| All | +520.8% | +189.9% | +330.9% | +149.1% |
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