-20.4%
ARES vs Z
-64.1%
+43.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | -2.7% | -7.1% | +4.4% | -0.1% |
| 30D | -2.4% | -4.8% | +2.4% | -0.9% |
| 3M | +3.9% | -9.3% | +13.3% | +7.1% |
| 6M | +26.4% | -29.0% | +55.4% | +41.5% |
| YTD | -14.9% | -52.9% | +38.0% | +7.5% |
| 1Y | -20.4% | -63.1% | +42.7% | +6.6% |
| All | -20.4% | -64.1% | +43.7% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling