-59.4%
NKE vs ARES
+34.3%
-93.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.2% |
| 7D | -5.5% | -7.7% | +2.1% | -3.4% |
| 30D | -10.4% | -8.7% | -1.7% | -8.2% |
| 3M | -15.8% | +2.8% | -18.6% | -16.8% |
| 6M | -33.4% | +23.1% | -56.5% | -37.8% |
| YTD | -41.0% | -17.3% | -23.7% | -38.8% |
| 1Y | -49.1% | -24.3% | -24.8% | -46.0% |
| All | -59.4% | +34.3% | -93.7% | -61.4% |
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 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