-30.1%
NVTS vs ARES
+100.2%
-130.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.4% | -7.2% |
| 7D | +3.9% | +0.5% | +3.5% | +3.7% |
| 30D | -4.3% | +19.7% | -24.0% | -17.8% |
| 3M | -34.5% | -9.0% | -25.5% | -29.7% |
| 6M | -57.7% | +11.5% | -69.3% | -62.3% |
| YTD | +25.4% | -13.8% | +39.2% | +37.6% |
| 1Y | +13.1% | -5.6% | +18.7% | +13.3% |
| 3Y | +48.9% | +36.1% | +12.8% | -1.8% |
| 5Y | -51.8% | +82.7% | -134.5% | -79.8% |
| All | -30.1% | +100.2% | -130.3% | -68.8% |
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