+302.3%
NEM vs ARES
+979.8%
-677.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.4% |
| 7D | -1.0% | -6.1% | +5.1% | -0.1% |
| 30D | +7.8% | -7.5% | +15.4% | +9.0% |
| 3M | +30.2% | +0.1% | +30.1% | +29.9% |
| 6M | +9.6% | +30.3% | -20.7% | +5.2% |
| YTD | +27.8% | -16.6% | +44.4% | +30.0% |
| 1Y | +60.7% | -26.1% | +86.8% | +65.8% |
| 3Y | +245.3% | +36.4% | +208.9% | +225.4% |
| 5Y | +155.3% | +95.0% | +60.4% | +128.1% |
| All | +302.3% | +979.8% | -677.5% | +237.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling