+140.8%
NTAP vs ARES
+43.8%
+97.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -7.8% | +8.1% | -15.9% | -10.4% |
| 30D | -25.8% | +18.9% | -44.7% | -30.8% |
| 3M | -11.2% | +2.3% | -13.6% | -12.6% |
| 6M | +49.9% | +12.7% | +37.2% | +41.4% |
| YTD | +66.9% | -10.8% | +77.6% | +72.6% |
| 1Y | +58.8% | -5.3% | +64.2% | +59.2% |
| 3Y | +140.8% | +42.0% | +98.8% | +99.5% |
| All | +140.8% | +43.8% | +97.1% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling