+396.2%
JCI vs ARES
+1,196.0%
-799.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +3.8% | -1.7% | +5.5% | +4.3% |
| 30D | -5.7% | +0.3% | -5.9% | -5.9% |
| 3M | -1.4% | +8.5% | -9.9% | -4.4% |
| 6M | +4.1% | +23.5% | -19.3% | -4.1% |
| YTD | +21.7% | -11.2% | +33.0% | +23.3% |
| 1Y | +36.1% | -19.3% | +55.4% | +41.5% |
| 3Y | +154.4% | +48.7% | +105.8% | +113.5% |
| 5Y | +112.0% | +106.5% | +5.5% | +57.1% |
| 10Y | +322.2% | +1,055.3% | -733.1% | +112.9% |
| All | +396.2% | +1,196.0% | -799.8% | +142.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling