+54.0%
ZM vs ARES
+596.6%
-542.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | +0.2% |
| 7D | -2.7% | -7.7% | +5.0% | -0.2% |
| 30D | -10.0% | -8.7% | -1.3% | -7.3% |
| 3M | +1.6% | +2.8% | -1.2% | +0.3% |
| 6M | +25.0% | +23.1% | +1.9% | +15.6% |
| YTD | +10.6% | -17.3% | +27.9% | +15.5% |
| 1Y | +14.0% | -24.3% | +38.3% | +21.7% |
| 3Y | +32.5% | +34.9% | -2.4% | +12.1% |
| 5Y | -68.3% | +93.5% | -161.8% | -76.7% |
| All | +54.0% | +596.6% | -542.7% | -2.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling