+82.7%
ARES vs Z
-55.4%
+138.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.0% |
| 7D | +4.5% | -4.6% | +9.1% | +6.0% |
| 30D | +15.7% | +8.3% | +7.4% | +12.0% |
| 3M | -2.0% | -11.6% | +9.6% | +1.1% |
| 6M | +10.4% | -33.6% | +44.1% | +24.5% |
| YTD | -14.2% | -56.7% | +42.4% | +10.2% |
| 1Y | -7.8% | -59.1% | +51.4% | +20.5% |
| 3Y | +41.4% | -20.4% | +61.8% | +38.2% |
| All | +82.7% | -55.4% | +138.1% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling