+293.5%
JCI vs ARES
+1,112.4%
-818.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.2% | -2.6% |
| 7D | +3.2% | +0.5% | +2.7% | +3.0% |
| 30D | -8.6% | +19.7% | -28.3% | -14.5% |
| 3M | -7.7% | -9.0% | +1.2% | -5.4% |
| 6M | -2.6% | +11.5% | -14.1% | -7.6% |
| YTD | +17.4% | -13.8% | +31.2% | +19.6% |
| 1Y | +16.9% | -5.6% | +22.5% | +14.8% |
| 3Y | +186.7% | +36.1% | +150.6% | +139.7% |
| 5Y | +95.4% | +82.7% | +12.7% | +41.8% |
| All | +293.5% | +1,112.4% | -818.9% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling