+414.5%
ZS vs ARES
+795.6%
-381.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.0% |
| 7D | -7.8% | -1.7% | -6.2% | -6.9% |
| 30D | +5.0% | +0.3% | +4.8% | +4.9% |
| 3M | +25.5% | +8.5% | +17.1% | +18.9% |
| 6M | +8.7% | +23.5% | -14.8% | -5.9% |
| YTD | -24.5% | -11.2% | -13.3% | -21.6% |
| 1Y | -36.7% | -19.3% | -17.4% | -31.4% |
| 3Y | +7.2% | +48.7% | -41.4% | -22.9% |
| 5Y | -40.9% | +106.5% | -147.5% | -65.0% |
| All | +414.5% | +795.6% | -381.1% | +39.4% |
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