+1,078.7%
ARES vs NTRS
+330.2%
+748.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.1% | -3.5% |
| 7D | -7.7% | +0.3% | -8.0% | -7.9% |
| 30D | -8.7% | +0.2% | -8.9% | -8.9% |
| 3M | +2.8% | +13.2% | -10.4% | -4.2% |
| 6M | +23.1% | +36.9% | -13.9% | +2.7% |
| YTD | -17.3% | +39.1% | -56.4% | -31.3% |
| 1Y | -24.3% | +50.4% | -74.7% | -39.7% |
| 3Y | +34.9% | +166.8% | -131.9% | -21.6% |
| 5Y | +93.5% | +92.9% | +0.6% | +31.4% |
| 10Y | +969.2% | +255.7% | +713.5% | +427.7% |
| All | +1,078.7% | +330.2% | +748.5% | +520.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling