-60.4%
ZM vs ARES
+85.0%
-145.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.1% | +9.0% | +8.4% |
| 7D | +6.8% | +0.8% | +6.0% | +6.4% |
| 30D | +0.1% | +16.7% | -16.6% | -7.1% |
| 3M | -7.5% | -2.6% | -4.9% | -6.9% |
| 6M | -8.4% | +13.0% | -21.4% | -14.8% |
| YTD | +13.7% | -11.7% | +25.4% | +16.8% |
| 1Y | +15.9% | -6.7% | +22.6% | +15.3% |
| 3Y | +58.0% | +40.5% | +17.5% | +11.1% |
| 5Y | -60.4% | +88.2% | -148.6% | -79.1% |
| All | -60.4% | +85.0% | -145.4% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling