+500.0%
APP vs ARES
+181.7%
+318.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.2% | +9.7% | +9.7% |
| 7D | +71.2% | +4.5% | +66.7% | +64.5% |
| 30D | +39.1% | +15.7% | +23.3% | +22.8% |
| 3M | +16.5% | -2.0% | +18.6% | +16.3% |
| 6M | -16.6% | +10.4% | -27.0% | -25.9% |
| YTD | -41.9% | -14.2% | -27.7% | -38.2% |
| 1Y | -37.0% | -7.8% | -29.3% | -37.3% |
| 3Y | +892.4% | +41.4% | +851.1% | +577.4% |
| 5Y | +297.3% | +83.7% | +213.6% | +95.7% |
| All | +500.0% | +181.7% | +318.4% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling