+602.5%
NTAP vs ARES
+1,196.0%
-593.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -0.8% | -1.7% | +0.9% | -0.2% |
| 30D | -0.5% | +0.3% | -0.8% | -0.8% |
| 3M | +4.1% | +8.5% | -4.4% | +0.4% |
| 6M | +88.0% | +23.5% | +64.5% | +71.3% |
| YTD | +75.6% | -11.2% | +86.8% | +79.6% |
| 1Y | +58.9% | -19.3% | +78.2% | +67.6% |
| 3Y | +153.6% | +48.7% | +104.9% | +109.8% |
| 5Y | +127.6% | +106.5% | +21.1% | +62.3% |
| 10Y | +580.4% | +1,055.3% | -475.0% | +195.0% |
| All | +602.5% | +1,196.0% | -593.4% | +181.5% |
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 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