-24.0%
NKE vs ARES
+979.8%
-1,003.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -4.2% | -6.1% | +1.9% | -2.0% |
| 30D | -8.2% | -7.5% | -0.7% | -5.7% |
| 3M | -19.1% | +0.1% | -19.2% | -19.6% |
| 6M | -32.6% | +30.3% | -62.9% | -39.5% |
| YTD | -40.7% | -16.6% | -24.1% | -38.1% |
| 1Y | -48.9% | -26.1% | -22.8% | -44.5% |
| 3Y | -59.2% | +36.4% | -95.7% | -66.1% |
| 5Y | -75.3% | +95.0% | -170.3% | -82.7% |
| All | -24.0% | +979.8% | -1,003.8% | -64.5% |
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