-9.6%
NOC vs ARES
-20.6%
+11.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.5% |
| 7D | -1.6% | -2.7% | +1.1% | -1.5% |
| 30D | -10.4% | -2.4% | -8.0% | -10.3% |
| 3M | -5.6% | +3.9% | -9.5% | -6.1% |
| 6M | -30.4% | +26.4% | -56.8% | -30.7% |
| YTD | -8.5% | -14.9% | +6.4% | -6.5% |
| All | -9.6% | -20.6% | +11.0% | -8.4% |
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 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