+887.9%
APP vs ARES
+37.5%
+850.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.2% |
| 7D | +4.6% | +0.5% | +4.1% | +4.3% |
| 30D | +56.0% | +19.7% | +36.4% | +36.2% |
| 3M | +30.8% | -9.0% | +39.8% | +38.5% |
| 6M | -9.8% | +11.5% | -21.3% | -19.3% |
| YTD | -39.3% | -13.8% | -25.5% | -34.7% |
| 1Y | -26.4% | -5.6% | -20.9% | -27.4% |
| 3Y | +887.9% | +36.1% | +851.8% | +653.0% |
| All | +887.9% | +37.5% | +850.4% | +653.0% |
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 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