+34.4%
JD vs ARES
+1,159.4%
-1,125.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +5.2% | +8.1% | -2.9% | +2.2% |
| 30D | +4.5% | +18.9% | -14.4% | -2.0% |
| 3M | -15.4% | +2.3% | -17.8% | -16.8% |
| 6M | -6.0% | +12.7% | -18.8% | -11.6% |
| YTD | +2.2% | -10.8% | +12.9% | +3.2% |
| 1Y | -6.7% | -5.3% | -1.3% | -8.1% |
| 3Y | +20.5% | +42.0% | -21.5% | -5.7% |
| 5Y | -58.4% | +88.3% | -146.7% | -72.1% |
| All | +34.4% | +1,159.4% | -1,125.0% | -47.0% |
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