+344.1%
NEM vs ARES
+1,112.4%
-768.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.3% |
| 7D | -6.4% | +0.5% | -6.9% | -6.5% |
| 30D | +1.4% | +19.7% | -18.2% | -1.4% |
| 3M | -0.7% | -9.0% | +8.3% | +0.7% |
| 6M | -4.5% | +11.5% | -16.0% | -6.2% |
| YTD | +14.0% | -13.8% | +27.9% | +15.6% |
| 1Y | +27.3% | -5.6% | +32.9% | +27.2% |
| 3Y | +250.5% | +36.1% | +214.4% | +227.6% |
| 5Y | +121.1% | +82.7% | +38.4% | +96.2% |
| All | +344.1% | +1,112.4% | -768.3% | +240.4% |
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