+17.6%
JD vs ARES
+1,045.9%
-1,028.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.7% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -16.0% | +1.3% | -17.3% | -16.7% |
| 3M | -3.2% | +10.4% | -13.5% | -7.3% |
| 6M | +6.1% | +29.0% | -23.0% | -4.9% |
| YTD | -0.1% | -12.2% | +12.1% | +1.8% |
| 1Y | -12.7% | -18.4% | +5.7% | -9.3% |
| 3Y | -6.3% | +43.2% | -49.5% | -26.0% |
| 5Y | -61.3% | +102.6% | -163.9% | -74.2% |
| 10Y | +17.6% | +1,029.6% | -1,012.0% | -49.7% |
| All | +17.6% | +1,045.9% | -1,028.3% | -49.7% |
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