+564.9%
NEM vs ARES
+1,168.4%
-603.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | +3.9% | -1.4% | +5.2% | +4.0% |
| 30D | +12.7% | +0.2% | +12.5% | +12.6% |
| 3M | +28.7% | +9.2% | +19.4% | +27.1% |
| 6M | +9.8% | +27.7% | -17.9% | +6.3% |
| YTD | +28.1% | -13.1% | +41.2% | +29.3% |
| 1Y | +69.3% | -19.3% | +88.6% | +72.1% |
| 3Y | +247.7% | +41.7% | +206.0% | +229.9% |
| 5Y | +153.4% | +100.5% | +52.9% | +130.6% |
| 10Y | +291.3% | +1,017.8% | -726.5% | +232.4% |
| All | +564.9% | +1,168.4% | -603.5% | +447.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ARES 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling