+953.0%
ARES vs JBL
+1,478.7%
-525.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -1.6% |
| 7D | -7.7% | -1.0% | -6.7% | -7.3% |
| 30D | -8.7% | -15.1% | +6.4% | -2.5% |
| 3M | +2.8% | -14.0% | +16.9% | +8.0% |
| 6M | +23.1% | +20.6% | +2.4% | +9.2% |
| YTD | -17.3% | +32.9% | -50.1% | -30.4% |
| 1Y | -24.3% | +40.5% | -64.8% | -38.6% |
| 3Y | +34.9% | +183.7% | -148.8% | -25.6% |
| 5Y | +93.5% | +388.3% | -294.9% | -19.4% |
| All | +953.0% | +1,478.7% | -525.7% | +183.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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