+1,115.4%
ARES vs JBL
+1,556.0%
-440.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.5% |
| 7D | -0.3% | +10.0% | -10.3% | -4.0% |
| 30D | +15.3% | -18.2% | +33.5% | +23.6% |
| 3M | -5.4% | -29.0% | +23.6% | +6.5% |
| 6M | +10.0% | -25.9% | +35.9% | +20.1% |
| YTD | -14.7% | +14.1% | -28.8% | -23.8% |
| 1Y | -9.7% | +21.7% | -31.3% | -21.8% |
| 3Y | +35.8% | +103.8% | -68.0% | -9.6% |
| 5Y | +80.9% | +310.0% | -229.1% | -12.7% |
| 10Y | +1,089.9% | +1,179.2% | -89.3% | +276.8% |
| All | +1,115.4% | +1,556.0% | -440.6% | +288.3% |
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