+519.8%
NEM vs ARES
+1,188.6%
-668.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -1.1% |
| 7D | +0.3% | +0.8% | -0.5% | +0.2% |
| 30D | +1.1% | +16.7% | -15.6% | -0.8% |
| 3M | +1.3% | -2.6% | +3.9% | +1.5% |
| 6M | -1.4% | +13.0% | -14.3% | -3.0% |
| YTD | +19.4% | -11.7% | +31.1% | +20.2% |
| 1Y | +32.9% | -6.7% | +39.6% | +33.0% |
| 3Y | +267.0% | +40.5% | +226.5% | +248.2% |
| 5Y | +131.0% | +88.2% | +42.8% | +111.3% |
| 10Y | +379.9% | +1,131.0% | -751.1% | +306.5% |
| All | +519.8% | +1,188.6% | -668.7% | +409.4% |
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 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