-75.5%
NKE vs ARES
+90.2%
-165.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -0.9% |
| 7D | -5.5% | -7.7% | +2.1% | -2.7% |
| 30D | -10.4% | -8.7% | -1.7% | -7.4% |
| 3M | -15.8% | +2.8% | -18.6% | -17.2% |
| 6M | -33.4% | +23.1% | -56.5% | -39.3% |
| YTD | -41.0% | -17.3% | -23.7% | -37.9% |
| 1Y | -49.1% | -24.3% | -24.8% | -44.9% |
| 3Y | -59.8% | +34.9% | -94.7% | -67.9% |
| 5Y | -75.5% | +93.5% | -168.9% | -84.8% |
| All | -75.5% | +90.2% | -165.7% | -84.8% |
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