+157.7%
NEM vs ARES
+97.0%
+60.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.3% | +1.8% |
| 7D | +3.1% | -2.7% | +5.7% | +3.5% |
| 30D | +10.0% | -2.4% | +12.4% | +10.3% |
| 3M | +30.9% | +3.9% | +27.0% | +29.7% |
| 6M | +10.5% | +26.4% | -15.9% | +6.2% |
| YTD | +29.7% | -14.9% | +44.6% | +31.9% |
| 1Y | +71.1% | -20.4% | +91.5% | +75.3% |
| 3Y | +252.1% | +38.8% | +213.3% | +229.5% |
| 5Y | +157.7% | +97.0% | +60.7% | +127.8% |
| All | +157.7% | +97.0% | +60.7% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling