+594.7%
NTAP vs ARES
+1,188.6%
-593.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.1% | +4.4% |
| 7D | -2.4% | +0.8% | -3.2% | -2.6% |
| 30D | -23.4% | +16.7% | -40.1% | -27.9% |
| 3M | -7.5% | -2.6% | -4.9% | -7.2% |
| 6M | +56.4% | +13.0% | +43.4% | +47.7% |
| YTD | +73.6% | -11.7% | +85.4% | +77.1% |
| 1Y | +68.4% | -6.7% | +75.1% | +67.9% |
| 3Y | +150.6% | +40.5% | +110.1% | +111.0% |
| 5Y | +122.5% | +88.2% | +34.2% | +63.2% |
| 10Y | +589.7% | +1,131.0% | -541.2% | +195.9% |
| All | +594.7% | +1,188.6% | -593.8% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling