+389.4%
JCI vs ARES
+1,145.6%
-756.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.4% |
| 7D | +8.4% | -0.3% | +8.8% | +8.5% |
| 30D | -8.9% | +15.3% | -24.2% | -13.1% |
| 3M | -6.4% | -5.4% | -1.1% | -5.5% |
| 6M | +1.6% | +10.0% | -8.4% | -2.6% |
| YTD | +20.1% | -14.7% | +34.7% | +22.5% |
| 1Y | +17.2% | -9.7% | +26.9% | +17.1% |
| 3Y | +190.7% | +35.8% | +154.9% | +150.1% |
| 5Y | +99.9% | +80.9% | +19.0% | +53.1% |
| 10Y | +301.8% | +1,089.9% | -788.1% | +103.1% |
| All | +389.4% | +1,145.6% | -756.2% | +141.2% |
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