+364.5%
NRG vs ARES
+1,181.8%
-817.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | +9.3% | -0.3% | +9.6% | +9.3% |
| 30D | +1.3% | +1.3% | 0.0% | +0.6% |
| 3M | -6.0% | +10.4% | -16.3% | -10.2% |
| 6M | -22.0% | +29.0% | -51.0% | -30.1% |
| YTD | -24.1% | -12.2% | -11.9% | -22.9% |
| 1Y | -18.0% | -18.4% | +0.4% | -14.8% |
| 3Y | +220.0% | +43.2% | +176.9% | +175.7% |
| 5Y | +201.1% | +102.6% | +98.5% | +126.6% |
| 10Y | +1,085.1% | +1,029.6% | +55.5% | +475.3% |
| All | +364.5% | +1,181.8% | -817.4% | +108.3% |
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