+373.2%
NXPI vs ARES
+1,204.3%
-831.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.2% | -0.9% | +1.4% |
| 7D | -0.3% | +5.0% | -5.3% | -2.5% |
| 30D | +12.7% | +19.1% | -6.4% | +4.0% |
| 3M | +7.5% | +3.1% | +4.4% | +5.4% |
| 6M | -12.3% | +12.9% | -25.2% | -18.3% |
| YTD | +19.7% | -10.7% | +30.3% | +21.8% |
| 1Y | +27.6% | -5.5% | +33.1% | +26.2% |
| 3Y | +50.0% | +45.0% | +5.0% | +19.7% |
| 5Y | +27.2% | +87.4% | -60.2% | -11.5% |
| 10Y | +200.5% | +1,267.4% | -1,066.9% | +16.3% |
| All | +373.2% | +1,204.3% | -831.2% | +71.1% |
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