+61.0%
ZM vs ARES
+625.5%
-564.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.2% | +1.8% |
| 7D | +11.0% | +0.5% | +10.6% | +10.8% |
| 30D | +5.6% | +19.7% | -14.0% | -0.7% |
| 3M | -9.1% | -9.0% | -0.2% | -6.7% |
| 6M | -2.6% | +11.5% | -14.1% | -7.0% |
| YTD | +15.7% | -13.8% | +29.5% | +18.7% |
| 1Y | +18.8% | -5.6% | +24.3% | +17.9% |
| 3Y | +62.2% | +36.1% | +26.1% | +36.7% |
| 5Y | -60.9% | +82.7% | -143.5% | -71.5% |
| All | +61.0% | +625.5% | -564.5% | +0.1% |
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 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