+1,078.7%
ARES vs NLY
+113.3%
+965.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -1.5% |
| 7D | -7.7% | -3.6% | -4.1% | -6.0% |
| 30D | -8.7% | -4.9% | -3.8% | -6.5% |
| 3M | +2.8% | +6.2% | -3.4% | 0.0% |
| 6M | +23.1% | +4.5% | +18.6% | +20.7% |
| YTD | -17.3% | +5.1% | -22.4% | -19.2% |
| 1Y | -24.3% | +13.5% | -37.8% | -28.7% |
| 3Y | +34.9% | +65.6% | -30.7% | +6.4% |
| 5Y | +93.5% | +26.9% | +66.6% | +69.4% |
| 10Y | +969.2% | +81.8% | +887.4% | +758.1% |
| All | +1,078.7% | +113.3% | +965.4% | +806.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling