+791.8%
ARES vs NIO
-43.2%
+835.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.1% |
| 7D | +5.0% | +6.9% | -1.9% | +4.2% |
| 30D | +19.1% | -4.7% | +23.8% | +19.7% |
| 3M | +3.1% | -28.1% | +31.1% | +6.7% |
| 6M | +12.9% | -41.7% | +54.6% | +19.1% |
| YTD | -10.7% | -33.1% | +22.5% | -7.8% |
| 1Y | -5.5% | -50.3% | +44.8% | +0.6% |
| 3Y | +45.0% | -54.4% | +99.3% | +48.4% |
| 5Y | +87.4% | -91.6% | +179.0% | +116.6% |
| All | +791.8% | -43.2% | +835.0% | +684.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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