+961.2%
ARES vs NLY
+81.8%
+879.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.0% |
| 7D | -6.1% | -4.0% | -2.1% | -4.2% |
| 30D | -7.5% | -5.2% | -2.3% | -5.0% |
| 3M | +0.1% | +2.8% | -2.7% | -1.2% |
| 6M | +30.3% | +4.2% | +26.1% | +27.8% |
| YTD | -16.6% | +4.7% | -21.3% | -18.4% |
| 1Y | -26.1% | +12.7% | -38.8% | -30.3% |
| 3Y | +36.4% | +62.5% | -26.1% | +7.5% |
| 5Y | +95.0% | +26.3% | +68.7% | +70.3% |
| All | +961.2% | +81.8% | +879.3% | +810.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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