+28.9%
JD vs ARES
+1,313.3%
-1,284.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.7% | -3.9% |
| 7D | +7.9% | +5.0% | +2.9% | +5.9% |
| 30D | +4.8% | +19.1% | -14.3% | -1.7% |
| 3M | -13.9% | +3.1% | -17.0% | -15.5% |
| 6M | -5.8% | +12.9% | -18.7% | -11.3% |
| YTD | +2.4% | -10.7% | +13.1% | +3.4% |
| 1Y | -7.5% | -5.5% | -2.0% | -8.9% |
| 3Y | +20.9% | +45.0% | -24.1% | -5.9% |
| 5Y | -58.0% | +87.4% | -145.4% | -71.6% |
| 10Y | +28.9% | +1,267.4% | -1,238.5% | -44.5% |
| All | +28.9% | +1,313.3% | -1,284.4% | -44.5% |
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