+24.2%
NKE vs ARES
+1,181.8%
-1,157.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -0.1% | -0.3% | +0.3% | +0.1% |
| 30D | -7.7% | +1.3% | -9.0% | -8.1% |
| 3M | -10.9% | +10.4% | -21.3% | -14.2% |
| 6M | -31.9% | +29.0% | -60.9% | -37.9% |
| YTD | -38.6% | -12.2% | -26.4% | -37.2% |
| 1Y | -46.9% | -18.4% | -28.5% | -44.7% |
| 3Y | -58.2% | +43.2% | -101.4% | -64.8% |
| 5Y | -74.0% | +102.6% | -176.6% | -81.0% |
| 10Y | -21.6% | +1,029.6% | -1,051.2% | -60.0% |
| All | +24.2% | +1,181.8% | -1,157.7% | -39.4% |
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