+1,103.3%
ARES vs Z
+10.9%
+1,092.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +3.3% |
| 7D | +5.0% | -5.2% | +10.1% | +6.2% |
| 30D | +19.1% | +5.7% | +13.4% | +17.2% |
| 3M | +3.1% | -8.7% | +11.8% | +4.7% |
| 6M | +12.9% | -26.0% | +38.8% | +19.9% |
| YTD | -10.7% | -55.0% | +44.4% | +5.7% |
| 1Y | -5.5% | -58.0% | +52.4% | +13.3% |
| 3Y | +45.0% | -15.2% | +60.2% | +44.4% |
| 5Y | +87.4% | -53.8% | +141.2% | +102.4% |
| 10Y | +1,267.4% | -14.5% | +1,281.9% | +1,088.3% |
| All | +1,103.3% | +10.9% | +1,092.3% | +907.5% |
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