+1,101.7%
ARES vs ZBRA
+382.3%
+719.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -1.0% | +0.2% |
| 7D | +0.5% | +0.6% | -0.1% | +0.2% |
| 30D | +19.7% | -14.0% | +33.7% | +27.0% |
| 3M | -9.0% | -14.7% | +5.7% | -3.3% |
| 6M | +11.5% | +31.3% | -19.8% | -3.5% |
| YTD | -13.8% | +33.4% | -47.3% | -26.4% |
| 1Y | -5.6% | +34.1% | -39.7% | -19.5% |
| 3Y | +36.1% | +59.9% | -23.8% | +5.1% |
| 5Y | +82.7% | -45.3% | +127.9% | +108.5% |
| All | +1,101.7% | +382.3% | +719.4% | +676.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling