-58.7%
ZTS vs ARES
+47.3%
-106.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.8% |
| 7D | -4.8% | -0.3% | -4.4% | -4.7% |
| 30D | +1.2% | +1.3% | -0.1% | +1.0% |
| 3M | -6.0% | +10.4% | -16.4% | -7.7% |
| 6M | -38.7% | +29.0% | -67.7% | -41.5% |
| YTD | -40.6% | -12.2% | -28.4% | -40.1% |
| 1Y | -50.6% | -18.4% | -32.1% | -49.8% |
| 3Y | -58.7% | +43.2% | -101.9% | -63.2% |
| All | -58.7% | +47.3% | -106.0% | -63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling