+51.2%
JNJ vs ARES
-9.0%
+60.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.1% | -2.3% | +3.9% |
| 7D | +1.9% | +10.5% | -8.6% | +2.2% |
| 30D | +9.2% | +16.8% | -7.6% | +9.7% |
| 3M | +8.9% | -3.2% | +12.2% | +8.3% |
| 6M | +24.6% | +16.4% | +8.1% | +25.6% |
| YTD | +35.7% | -12.4% | +48.1% | +32.5% |
| 1Y | +51.2% | -6.9% | +58.1% | +49.4% |
| All | +51.2% | -9.0% | +60.2% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling