+333.0%
APP vs ARES
+105.6%
+227.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +3.0% |
| 7D | +0.9% | -1.7% | +2.6% | +2.1% |
| 30D | -23.3% | +0.3% | -23.5% | -23.8% |
| 3M | -42.6% | +8.5% | -51.1% | -47.6% |
| 6M | -33.6% | +23.5% | -57.1% | -46.9% |
| YTD | -52.4% | -11.2% | -41.2% | -50.1% |
| 1Y | -35.9% | -19.3% | -16.6% | -27.8% |
| 3Y | +642.2% | +48.7% | +593.6% | +373.0% |
| All | +333.0% | +105.6% | +227.4% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling