-43.6%
ZS vs ARES
+85.0%
-128.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.1% |
| 7D | -13.7% | +0.8% | -14.4% | -14.0% |
| 30D | -14.2% | +16.7% | -30.9% | -22.8% |
| 3M | +8.5% | -2.6% | +11.2% | +9.5% |
| 6M | +30.2% | +13.0% | +17.2% | +16.7% |
| YTD | -13.8% | -11.7% | -2.1% | -10.3% |
| 1Y | -41.5% | -6.7% | -34.8% | -42.0% |
| 3Y | +10.7% | +40.5% | -29.8% | -30.3% |
| 5Y | -43.6% | +88.2% | -131.8% | -74.6% |
| All | -43.6% | +85.0% | -128.6% | -74.6% |
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