+324.5%
ZETA vs ARES
+179.3%
+145.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.1% | +8.7% | +8.4% |
| 7D | +18.8% | +0.8% | +18.0% | +18.1% |
| 30D | +12.6% | +16.7% | -4.1% | -0.3% |
| 3M | +29.5% | -2.6% | +32.1% | +30.9% |
| 6M | +128.6% | +13.0% | +115.6% | +103.5% |
| YTD | +85.5% | -11.7% | +97.2% | +97.1% |
| 1Y | +90.6% | -6.7% | +97.3% | +93.2% |
| 3Y | +358.0% | +40.5% | +317.5% | +226.3% |
| 5Y | +282.0% | +88.2% | +193.8% | +95.5% |
| All | +324.5% | +179.3% | +145.2% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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