+55.1%
ZM vs ARES
+616.6%
-561.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.7% |
| 7D | +0.3% | -2.7% | +3.0% | +1.2% |
| 30D | -10.3% | -2.4% | -7.9% | -9.6% |
| 3M | -0.7% | +3.9% | -4.6% | -2.3% |
| 6M | +24.8% | +26.4% | -1.6% | +14.4% |
| YTD | +11.5% | -14.9% | +26.3% | +15.3% |
| 1Y | +12.3% | -20.4% | +32.7% | +18.0% |
| 3Y | +33.5% | +38.8% | -5.3% | +11.9% |
| 5Y | -67.5% | +97.0% | -164.5% | -76.3% |
| All | +55.1% | +616.6% | -561.5% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling