+877.5%
APP vs ARES
+40.9%
+836.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +3.1% |
| 7D | +48.9% | +0.8% | +48.2% | +47.6% |
| 30D | +49.4% | +16.7% | +32.7% | +32.9% |
| 3M | +27.0% | -2.6% | +29.6% | +28.1% |
| 6M | -15.4% | +13.0% | -28.3% | -24.9% |
| YTD | -39.9% | -11.7% | -28.2% | -36.5% |
| 1Y | -32.0% | -6.7% | -25.3% | -31.7% |
| All | +877.5% | +40.9% | +836.6% | +632.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling