+1,029.6%
ARES vs Z
-7.0%
+1,036.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.4% | +0.5% |
| 7D | -0.3% | -3.3% | +2.9% | +0.4% |
| 30D | +1.3% | -3.7% | +5.0% | +2.1% |
| 3M | +10.4% | -7.0% | +17.3% | +11.8% |
| 6M | +29.0% | -29.5% | +58.5% | +39.5% |
| YTD | -12.2% | -52.6% | +40.4% | +3.8% |
| 1Y | -18.4% | -64.0% | +45.6% | +2.4% |
| 3Y | +43.2% | -36.4% | +79.6% | +52.6% |
| 5Y | +102.6% | -65.8% | +168.3% | +128.0% |
| 10Y | +1,029.6% | -5.8% | +1,035.4% | +915.6% |
| All | +1,029.6% | -7.0% | +1,036.6% | +915.6% |
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