+91.6%
NOK vs ARES
+1,196.0%
-1,104.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.6% | +2.9% |
| 7D | -1.8% | -1.7% | -0.1% | -1.3% |
| 30D | +4.7% | +0.3% | +4.4% | +4.5% |
| 3M | -39.7% | +8.5% | -48.1% | -41.1% |
| 6M | +23.1% | +23.5% | -0.4% | +15.1% |
| YTD | +55.0% | -11.2% | +66.2% | +56.9% |
| 1Y | +118.0% | -19.3% | +137.3% | +125.5% |
| 3Y | +170.5% | +48.7% | +121.8% | +126.8% |
| 5Y | +84.9% | +106.5% | -21.7% | +38.1% |
| 10Y | +112.0% | +1,055.3% | -943.3% | +6.9% |
| All | +91.6% | +1,196.0% | -1,104.4% | -6.5% |
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