+1,045.6%
ARES vs NTRA
+1,735.1%
-689.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.4% |
| 7D | -2.7% | +1.6% | -4.3% | -2.9% |
| 30D | -2.4% | +3.8% | -6.1% | -3.0% |
| 3M | +3.9% | +48.2% | -44.3% | -3.3% |
| 6M | +26.4% | +61.0% | -34.6% | +15.5% |
| YTD | -14.9% | +44.2% | -59.1% | -21.0% |
| 1Y | -20.4% | +87.3% | -107.7% | -29.3% |
| 3Y | +38.8% | +509.4% | -470.6% | +1.1% |
| 5Y | +97.0% | +175.1% | -78.1% | +49.7% |
| 10Y | +999.8% | +3,203.1% | -2,203.3% | +513.7% |
| All | +1,045.6% | +1,735.1% | -689.4% | +560.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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