+1,150.8%
ARES vs NVMI
+3,474.5%
-2,323.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.5% |
| 7D | -0.3% | +11.7% | -12.0% | -3.9% |
| 30D | +1.3% | -4.0% | +5.3% | +2.3% |
| 3M | +10.4% | -25.8% | +36.1% | +19.1% |
| 6M | +29.0% | -8.3% | +37.3% | +27.8% |
| YTD | -12.2% | +14.8% | -27.0% | -20.0% |
| 1Y | -18.4% | +37.9% | -56.3% | -30.9% |
| 3Y | +43.2% | +216.3% | -173.1% | -15.5% |
| 5Y | +102.6% | +277.2% | -174.6% | +10.2% |
| 10Y | +1,029.6% | +3,074.3% | -2,044.7% | +259.7% |
| All | +1,150.8% | +3,474.5% | -2,323.7% | +283.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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