+156.8%
NOC vs ARES
+1,100.6%
-943.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.2% |
| 7D | +4.5% | -0.3% | +4.9% | +4.6% |
| 30D | +14.1% | +15.3% | -1.2% | +11.4% |
| 3M | -4.5% | -5.4% | +0.9% | -3.9% |
| 6M | -0.8% | +10.0% | -10.8% | -2.8% |
| YTD | -2.5% | -14.7% | +12.2% | -1.2% |
| 1Y | -0.1% | -9.7% | +9.6% | +0.2% |
| 3Y | +24.6% | +35.8% | -11.2% | +11.7% |
| 5Y | +65.6% | +80.9% | -15.3% | +35.4% |
| All | +156.8% | +1,100.6% | -943.8% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling