+58.8%
ZTS vs ARES
+1,006.5%
-947.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +0.5% |
| 7D | -3.8% | -2.7% | -1.1% | -3.0% |
| 30D | -2.0% | -2.4% | +0.4% | -1.4% |
| 3M | -10.2% | +3.9% | -14.1% | -11.5% |
| 6M | -39.4% | +26.4% | -65.8% | -43.8% |
| YTD | -40.8% | -14.9% | -25.9% | -39.1% |
| 1Y | -50.1% | -20.4% | -29.7% | -48.0% |
| 3Y | -58.9% | +38.8% | -97.7% | -65.4% |
| 5Y | -62.4% | +97.0% | -159.3% | -72.6% |
| 10Y | +58.8% | +999.8% | -941.0% | -22.0% |
| All | +58.8% | +1,006.5% | -947.6% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling