+97.0%
ARES vs JBL
+410.1%
-313.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.9% |
| 7D | -2.7% | +4.0% | -6.7% | -4.3% |
| 30D | -2.4% | -7.5% | +5.1% | +0.5% |
| 3M | +3.9% | -14.1% | +18.0% | +9.3% |
| 6M | +26.4% | +25.9% | +0.5% | +9.0% |
| YTD | -14.9% | +36.7% | -51.5% | -30.2% |
| 1Y | -20.4% | +49.0% | -69.4% | -38.3% |
| 3Y | +38.8% | +191.8% | -153.0% | -30.8% |
| 5Y | +97.0% | +409.8% | -312.8% | -38.6% |
| All | +97.0% | +410.1% | -313.1% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling