+95.5%
ARES vs NTRS
+93.2%
+2.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.1% |
| 7D | -6.1% | +1.4% | -7.4% | -6.9% |
| 30D | -7.5% | -0.7% | -6.9% | -7.2% |
| 3M | +0.1% | +11.3% | -11.2% | -7.1% |
| 6M | +30.3% | +35.5% | -5.3% | +5.6% |
| YTD | -16.6% | +40.6% | -57.2% | -33.8% |
| 1Y | -26.1% | +49.2% | -75.3% | -43.6% |
| 3Y | +36.4% | +167.2% | -130.8% | -29.1% |
| All | +95.5% | +93.2% | +2.3% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling