+65.8%
NOC vs ARES
+82.0%
-16.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.2% |
| 7D | +4.8% | +0.5% | +4.4% | +4.8% |
| 30D | +11.0% | +19.7% | -8.6% | +9.8% |
| 3M | -3.8% | -9.0% | +5.2% | -3.4% |
| 6M | +0.6% | +11.5% | -10.9% | -0.2% |
| YTD | -2.3% | -13.8% | +11.5% | -1.7% |
| 1Y | +0.3% | -5.6% | +5.8% | +0.3% |
| 3Y | +24.6% | +36.1% | -11.5% | +18.9% |
| All | +65.8% | +82.0% | -16.1% | +51.0% |
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