+295.3%
NSC vs ARES
+1,256.6%
-961.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -6.2% | +4.5% | -10.8% | -7.6% |
| 30D | +2.6% | +15.7% | -13.2% | -2.2% |
| 3M | -5.8% | -2.0% | -3.8% | -5.6% |
| 6M | +2.1% | +10.4% | -8.3% | -2.1% |
| YTD | +12.7% | -14.2% | +26.9% | +15.4% |
| 1Y | +15.9% | -7.8% | +23.6% | +15.3% |
| 3Y | +74.0% | +41.4% | +32.7% | +42.1% |
| 5Y | +25.2% | +83.7% | -58.5% | -11.2% |
| All | +295.3% | +1,256.6% | -961.3% | +45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling