+346.2%
NSC vs ARES
+1,152.0%
-805.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -6.6% | +4.5% | -11.2% | -7.9% |
| 30D | +2.2% | +15.7% | -13.6% | -2.2% |
| 3M | -6.2% | -2.0% | -4.2% | -6.0% |
| 6M | +1.7% | +10.4% | -8.7% | -2.2% |
| YTD | +12.2% | -14.2% | +26.5% | +14.6% |
| 1Y | +15.4% | -7.8% | +23.2% | +14.9% |
| 3Y | +73.3% | +41.4% | +31.9% | +45.1% |
| 5Y | +24.7% | +83.7% | -59.0% | -7.6% |
| 10Y | +324.5% | +1,204.1% | -879.6% | +81.5% |
| All | +346.2% | +1,152.0% | -805.8% | +89.2% |
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