+34.0%
ZM vs ARES
+38.2%
-4.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.6% |
| 7D | +0.3% | -2.7% | +3.0% | +1.1% |
| 30D | -10.3% | -2.4% | -7.9% | -9.6% |
| 3M | -0.7% | +3.9% | -4.6% | -1.9% |
| 6M | +24.8% | +26.4% | -1.6% | +16.1% |
| YTD | +11.5% | -14.9% | +26.3% | +14.4% |
| 1Y | +12.3% | -20.4% | +32.7% | +16.9% |
| All | +34.0% | +38.2% | -4.2% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling