-22.9%
ARES vs ZYBT
-57.8%
+34.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -2.8% |
| 7D | -7.7% | -2.5% | -5.2% | -7.7% |
| 30D | -8.7% | -1.2% | -7.5% | -8.7% |
| 3M | +2.8% | +76.7% | -73.8% | +5.3% |
| 6M | +23.1% | +103.6% | -80.5% | +23.3% |
| YTD | -17.3% | +38.3% | -55.5% | -15.7% |
| 1Y | -24.3% | -84.7% | +60.4% | -16.9% |
| All | -22.9% | -57.8% | +34.9% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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