+189.8%
NOC vs ARES
+971.5%
-781.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.4% | +1.1% |
| 7D | -1.8% | -7.7% | +5.9% | -0.6% |
| 30D | -9.4% | -8.7% | -0.7% | -8.3% |
| 3M | -3.8% | +2.8% | -6.7% | -4.5% |
| 6M | -28.8% | +23.1% | -51.8% | -31.5% |
| YTD | -7.9% | -17.3% | +9.4% | -6.1% |
| 1Y | -9.0% | -24.3% | +15.3% | -6.2% |
| 3Y | +29.1% | +34.9% | -5.9% | +16.2% |
| 5Y | +58.9% | +93.5% | -34.5% | +28.3% |
| All | +189.8% | +971.5% | -781.7% | +60.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling