+1,164.6%
ARES vs JBL
+1,878.4%
-713.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.6% |
| 7D | -1.7% | +3.0% | -4.7% | -2.8% |
| 30D | +0.3% | -8.3% | +8.5% | +3.4% |
| 3M | +8.5% | -16.9% | +25.4% | +15.2% |
| 6M | +23.5% | +21.8% | +1.7% | +10.3% |
| YTD | -11.2% | +36.3% | -47.5% | -25.0% |
| 1Y | -19.3% | +49.5% | -68.8% | -35.1% |
| 3Y | +48.7% | +170.6% | -122.0% | -11.5% |
| 5Y | +106.5% | +408.4% | -301.9% | -7.3% |
| 10Y | +1,055.3% | +1,450.4% | -395.1% | +244.2% |
| All | +1,164.6% | +1,878.4% | -713.8% | +282.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling