+57.6%
NOC vs ARES
+103.2%
-45.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | -8.9% | +1.3% | -10.2% | -9.0% |
| 3M | -3.7% | +10.4% | -14.0% | -4.3% |
| 6M | -30.8% | +29.0% | -59.8% | -31.9% |
| YTD | -7.9% | -12.2% | +4.2% | -7.4% |
| 1Y | -9.4% | -18.4% | +9.0% | -8.6% |
| 3Y | +29.0% | +43.2% | -14.2% | +23.1% |
| All | +57.6% | +103.2% | -45.6% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling