+1,157.4%
ARES vs APD
+293.4%
+864.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | +0.8% | -1.2% | +1.9% | +1.3% |
| 30D | +16.7% | +11.0% | +5.7% | +11.1% |
| 3M | -2.6% | +2.6% | -5.2% | -3.9% |
| 6M | +13.0% | +4.8% | +8.1% | +9.9% |
| YTD | -11.7% | +31.0% | -42.7% | -23.8% |
| 1Y | -6.7% | +23.4% | -30.1% | -17.4% |
| 3Y | +40.5% | +28.4% | +12.1% | +19.3% |
| 5Y | +88.2% | +15.2% | +73.0% | +65.1% |
| 10Y | +1,131.0% | +190.7% | +940.3% | +624.1% |
| All | +1,157.4% | +293.4% | +864.0% | +643.8% |
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