+247.7%
NEM vs ARES
+47.3%
+200.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +3.9% | -0.3% | +4.2% | +3.9% |
| 30D | +12.7% | +1.3% | +11.4% | +12.3% |
| 3M | +28.7% | +10.4% | +18.3% | +25.7% |
| 6M | +9.8% | +29.0% | -19.2% | +3.9% |
| YTD | +28.1% | -12.2% | +40.3% | +30.5% |
| 1Y | +69.3% | -18.4% | +87.8% | +74.9% |
| 3Y | +247.7% | +43.2% | +204.5% | +190.9% |
| All | +247.7% | +47.3% | +200.4% | +190.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling