+57.6%
ZM vs ARES
+618.3%
-560.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.7% |
| 7D | +10.0% | -0.3% | +10.3% | +10.0% |
| 30D | -0.5% | +15.3% | -15.8% | -5.3% |
| 3M | -7.1% | -5.4% | -1.7% | -5.7% |
| 6M | -5.1% | +10.0% | -15.1% | -9.0% |
| YTD | +13.2% | -14.7% | +27.9% | +16.6% |
| 1Y | +15.3% | -9.7% | +25.0% | +16.2% |
| 3Y | +57.4% | +35.8% | +21.6% | +32.8% |
| 5Y | -61.7% | +80.9% | -142.6% | -72.0% |
| All | +57.6% | +618.3% | -560.8% | -1.7% |
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 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