+1,055.0%
ARES vs Z
+6.9%
+1,048.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.8% |
| 7D | +4.5% | -4.6% | +9.1% | +5.6% |
| 30D | +15.7% | +8.3% | +7.4% | +13.2% |
| 3M | -2.0% | -11.6% | +9.6% | +0.3% |
| 6M | +10.4% | -33.6% | +44.1% | +20.2% |
| YTD | -14.2% | -56.7% | +42.4% | +2.4% |
| 1Y | -7.8% | -59.1% | +51.4% | +11.4% |
| 3Y | +41.4% | -20.4% | +61.8% | +42.9% |
| 5Y | +83.7% | -55.3% | +138.9% | +99.9% |
| 10Y | +1,204.1% | -14.2% | +1,218.3% | +1,039.1% |
| All | +1,055.0% | +6.9% | +1,048.1% | +875.5% |
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