+23.1%
ARES vs NLY
+5.6%
+17.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -0.6% |
| 7D | -7.7% | -3.6% | -4.1% | -4.9% |
| 30D | -8.7% | -4.9% | -3.8% | -4.9% |
| 3M | +2.8% | +6.2% | -3.4% | -2.0% |
| 6M | +23.1% | +4.5% | +18.6% | +19.6% |
| All | +23.1% | +5.6% | +17.4% | +19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling