+425.2%
NOC vs ARES
+1,196.0%
-770.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -5.2% | -1.7% | -3.5% | -5.0% |
| 30D | -7.2% | +0.3% | -7.5% | -7.3% |
| 3M | -5.1% | +8.5% | -13.6% | -6.4% |
| 6M | -31.1% | +23.5% | -54.5% | -33.5% |
| YTD | -8.6% | -11.2% | +2.6% | -7.8% |
| 1Y | -9.7% | -19.3% | +9.6% | -8.0% |
| 3Y | +24.3% | +48.7% | -24.4% | +11.9% |
| 5Y | +52.6% | +106.5% | -53.9% | +26.0% |
| 10Y | +183.6% | +1,055.3% | -871.7% | +73.9% |
| All | +425.2% | +1,196.0% | -770.8% | +223.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling