+110.3%
JCI vs ARES
+97.0%
+13.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | +0.1% |
| 7D | +4.1% | -2.7% | +6.7% | +5.0% |
| 30D | -3.8% | -2.4% | -1.4% | -3.3% |
| 3M | -1.6% | +3.9% | -5.6% | -3.7% |
| 6M | +9.5% | +26.4% | -16.9% | -1.5% |
| YTD | +21.7% | -14.9% | +36.6% | +26.1% |
| 1Y | +37.1% | -20.4% | +57.6% | +45.1% |
| 3Y | +165.2% | +38.8% | +126.4% | +114.1% |
| 5Y | +110.3% | +97.0% | +13.3% | +38.4% |
| All | +110.3% | +97.0% | +13.3% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling