+187.9%
NOC vs ARES
+1,002.2%
-814.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.1% |
| 7D | -1.6% | -2.7% | +1.1% | -1.2% |
| 30D | -10.4% | -2.4% | -8.0% | -10.1% |
| 3M | -5.6% | +3.9% | -9.5% | -6.4% |
| 6M | -30.4% | +26.4% | -56.8% | -33.3% |
| YTD | -8.5% | -14.9% | +6.4% | -7.0% |
| 1Y | -8.3% | -20.4% | +12.1% | -6.2% |
| 3Y | +28.2% | +38.8% | -10.6% | +14.9% |
| 5Y | +56.7% | +97.0% | -40.3% | +26.3% |
| All | +187.9% | +1,002.2% | -814.3% | +58.6% |
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