+1,267.4%
ARES vs APD
+192.6%
+1,074.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.1% | +3.1% |
| 7D | +5.0% | -1.6% | +6.5% | +5.9% |
| 30D | +19.1% | +10.6% | +8.5% | +13.1% |
| 3M | +3.1% | +2.5% | +0.6% | +1.7% |
| 6M | +12.9% | +6.0% | +6.9% | +8.8% |
| YTD | -10.7% | +28.4% | -39.1% | -23.2% |
| 1Y | -5.5% | +22.2% | -27.7% | -17.0% |
| 3Y | +45.0% | +26.6% | +18.4% | +21.5% |
| 5Y | +87.4% | +11.8% | +75.6% | +64.2% |
| 10Y | +1,267.4% | +187.8% | +1,079.6% | +552.3% |
| All | +1,267.4% | +192.6% | +1,074.9% | +552.3% |
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