+153.5%
NTAP vs ARES
+47.3%
+106.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.3% |
| 7D | +3.3% | -0.3% | +3.6% | +3.4% |
| 30D | -0.2% | +1.3% | -1.5% | -1.0% |
| 3M | +11.4% | +10.4% | +1.0% | +6.4% |
| 6M | +88.7% | +29.0% | +59.7% | +67.9% |
| YTD | +78.9% | -12.2% | +91.1% | +86.6% |
| 1Y | +58.8% | -18.4% | +77.3% | +70.2% |
| 3Y | +153.5% | +43.2% | +110.4% | +114.2% |
| All | +153.5% | +47.3% | +106.3% | +114.2% |
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