+1,095.5%
ARES vs Z
+25.1%
+1,070.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.5% |
| 7D | -1.7% | -3.0% | +1.3% | -1.0% |
| 30D | +0.3% | -4.2% | +4.5% | +1.1% |
| 3M | +8.5% | -3.7% | +12.2% | +9.0% |
| 6M | +23.5% | -24.5% | +48.0% | +31.0% |
| YTD | -11.2% | -49.3% | +38.1% | +2.6% |
| 1Y | -19.3% | -58.7% | +39.4% | -2.7% |
| 3Y | +48.7% | -34.1% | +82.8% | +56.8% |
| 5Y | +106.5% | -64.5% | +171.1% | +129.4% |
| 10Y | +1,055.3% | -0.5% | +1,055.8% | +878.8% |
| All | +1,095.5% | +25.1% | +1,070.4% | +877.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling