+528.8%
APP vs ARES
+193.4%
+335.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.2% | +0.6% | +1.6% |
| 7D | +79.2% | +5.0% | +74.2% | +71.8% |
| 30D | +48.0% | +19.1% | +28.9% | +27.9% |
| 3M | +18.2% | +3.1% | +15.2% | +13.5% |
| 6M | -12.5% | +12.9% | -25.3% | -23.3% |
| YTD | -39.2% | -10.7% | -28.5% | -37.2% |
| 1Y | -33.9% | -5.5% | -28.3% | -35.2% |
| 3Y | +933.3% | +45.0% | +888.3% | +593.1% |
| 5Y | +295.9% | +87.4% | +208.5% | +89.8% |
| All | +528.8% | +193.4% | +335.4% | +150.0% |
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