+1,121.7%
ARES vs APD
+278.0%
+843.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.9% |
| 7D | +4.5% | -3.7% | +8.2% | +6.5% |
| 30D | +15.7% | +9.6% | +6.1% | +10.9% |
| 3M | -2.0% | +1.6% | -3.6% | -2.9% |
| 6M | +10.4% | +2.2% | +8.2% | +8.6% |
| YTD | -14.2% | +25.9% | -40.1% | -24.5% |
| 1Y | -7.8% | +20.1% | -27.9% | -17.3% |
| 3Y | +41.4% | +12.4% | +29.0% | +27.6% |
| 5Y | +83.7% | +11.1% | +72.5% | +63.8% |
| 10Y | +1,204.1% | +190.1% | +1,013.9% | +675.1% |
| All | +1,121.7% | +278.0% | +843.8% | +636.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling