+1,148.2%
ARES vs APD
+188.9%
+959.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +8.1% | -0.2% | +8.4% | +8.3% |
| 30D | +18.9% | +11.0% | +7.9% | +12.8% |
| 3M | +2.3% | +2.0% | +0.4% | +1.2% |
| 6M | +12.7% | +7.1% | +5.7% | +8.1% |
| YTD | -10.8% | +29.8% | -40.5% | -23.6% |
| 1Y | -5.3% | +24.0% | -29.4% | -17.4% |
| 3Y | +42.0% | +27.2% | +14.9% | +19.0% |
| 5Y | +88.3% | +12.8% | +75.5% | +64.4% |
| 10Y | +1,148.2% | +185.0% | +963.2% | +557.0% |
| All | +1,148.2% | +188.9% | +959.3% | +557.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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