-7.5%
NOC vs ARES
-9.0%
+1.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.1% | -10.7% | -4.8% |
| 7D | -5.0% | +10.5% | -15.5% | -5.5% |
| 30D | +10.3% | +16.8% | -6.5% | +9.4% |
| 3M | -4.3% | -3.2% | -1.1% | -4.4% |
| 6M | -6.5% | +16.4% | -22.9% | -7.3% |
| YTD | -6.7% | -12.4% | +5.7% | -3.1% |
| 1Y | -7.5% | -6.9% | -0.6% | -2.9% |
| All | -7.5% | -9.0% | +1.5% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling