+797.8%
ARES vs NTR
+97.9%
+699.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | -6.1% | -1.3% | -4.8% | -5.7% |
| 30D | -7.5% | +16.8% | -24.3% | -12.1% |
| 3M | +0.1% | +20.7% | -20.6% | -6.2% |
| 6M | +30.3% | +0.5% | +29.7% | +28.3% |
| YTD | -16.6% | +29.2% | -45.8% | -25.1% |
| 1Y | -26.1% | +39.6% | -65.7% | -35.8% |
| 3Y | +36.4% | +37.9% | -1.4% | +16.1% |
| 5Y | +95.0% | +47.1% | +47.9% | +50.1% |
| All | +797.8% | +97.9% | +699.9% | +421.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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