+589.7%
NTAP vs ARES
+1,006.5%
-416.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.7% | -1.1% |
| 7D | +2.2% | -2.7% | +4.9% | +3.3% |
| 30D | -7.0% | -2.4% | -4.6% | -6.4% |
| 3M | +12.3% | +3.9% | +8.4% | +9.9% |
| 6M | +85.1% | +26.4% | +58.7% | +65.9% |
| YTD | +74.8% | -14.9% | +89.7% | +82.1% |
| 1Y | +52.7% | -20.4% | +73.1% | +62.5% |
| 3Y | +147.7% | +38.8% | +108.9% | +106.3% |
| 5Y | +124.8% | +97.0% | +27.8% | +57.0% |
| 10Y | +589.7% | +999.8% | -410.1% | +182.7% |
| All | +589.7% | +1,006.5% | -416.8% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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