+1,164.6%
ARES vs APD
+273.5%
+891.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -1.7% | -2.2% | +0.5% | -0.6% |
| 30D | +0.3% | +2.1% | -1.8% | -0.8% |
| 3M | +8.5% | +7.2% | +1.3% | +4.5% |
| 6M | +23.5% | +11.2% | +12.2% | +15.9% |
| YTD | -11.2% | +24.4% | -35.6% | -21.4% |
| 1Y | -19.3% | +6.7% | -26.0% | -23.3% |
| 3Y | +48.7% | +9.2% | +39.4% | +36.0% |
| 5Y | +106.5% | +27.4% | +79.2% | +72.0% |
| 10Y | +1,055.3% | +164.8% | +890.5% | +603.0% |
| All | +1,164.6% | +273.5% | +891.1% | +666.7% |
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