+570.2%
NEM vs ARES
+1,196.0%
-625.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | +0.3% | -1.7% | +2.0% | +0.5% |
| 30D | +23.1% | +0.3% | +22.8% | +23.0% |
| 3M | +18.5% | +8.5% | +10.0% | +17.1% |
| 6M | +7.8% | +23.5% | -15.7% | +4.7% |
| YTD | +29.1% | -11.2% | +40.3% | +30.0% |
| 1Y | +72.7% | -19.3% | +92.0% | +75.4% |
| 3Y | +248.7% | +48.7% | +200.1% | +229.2% |
| 5Y | +148.7% | +106.5% | +42.1% | +125.6% |
| 10Y | +304.8% | +1,055.3% | -750.6% | +243.0% |
| All | +570.2% | +1,196.0% | -625.8% | +450.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling