-5.3%
ARES vs APD
+23.0%
-28.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +8.1% | -0.2% | +8.4% | +8.2% |
| 30D | +18.9% | +11.0% | +7.9% | +18.5% |
| 3M | +2.3% | +2.0% | +0.4% | +2.2% |
| 6M | +12.7% | +7.1% | +5.7% | +11.4% |
| YTD | -10.8% | +29.8% | -40.5% | -12.9% |
| 1Y | -5.3% | +24.0% | -29.4% | -6.9% |
| All | -5.3% | +23.0% | -28.4% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling