+1,148.2%
ARES vs Z
-19.5%
+1,167.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +1.3% |
| 7D | +8.1% | -6.5% | +14.6% | +9.8% |
| 30D | +18.9% | -0.1% | +19.0% | +18.5% |
| 3M | +2.3% | -14.1% | +16.5% | +5.6% |
| 6M | +12.7% | -30.1% | +42.8% | +21.8% |
| YTD | -10.8% | -57.5% | +46.8% | +8.2% |
| 1Y | -5.3% | -60.3% | +55.0% | +16.5% |
| 3Y | +42.0% | -21.0% | +63.1% | +43.5% |
| 5Y | +88.3% | -54.9% | +143.2% | +105.6% |
| 10Y | +1,148.2% | -16.0% | +1,164.2% | +949.1% |
| All | +1,148.2% | -19.5% | +1,167.7% | +949.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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