+961.2%
ARES vs ZBRA
+435.2%
+525.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.1% | 0.0% |
| 7D | -6.1% | -3.4% | -2.7% | -4.7% |
| 30D | -7.5% | -7.4% | -0.1% | -4.6% |
| 3M | +0.1% | +57.5% | -57.4% | -19.1% |
| 6M | +30.3% | +64.0% | -33.7% | +2.7% |
| YTD | -16.6% | +44.3% | -60.9% | -30.6% |
| 1Y | -26.1% | +10.9% | -37.0% | -31.7% |
| 3Y | +36.4% | +37.5% | -1.1% | +12.1% |
| 5Y | +95.0% | -39.7% | +134.6% | +113.7% |
| All | +961.2% | +435.2% | +525.9% | +591.4% |
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