+35.4%
ARES vs NTR
+37.3%
-1.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.6% |
| 7D | -7.7% | -2.5% | -5.2% | -7.5% |
| 30D | -8.7% | +17.0% | -25.8% | -10.1% |
| 3M | +2.8% | +22.2% | -19.3% | +0.5% |
| 6M | +23.1% | +5.2% | +17.9% | +21.8% |
| YTD | -17.3% | +29.7% | -46.9% | -21.2% |
| 1Y | -24.3% | +39.4% | -63.7% | -29.0% |
| All | +35.4% | +37.3% | -1.9% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling