+221.6%
JNJ vs ARES
+1,112.4%
-890.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +3.5% | +0.5% | +3.0% | +3.4% |
| 30D | +12.5% | +19.7% | -7.1% | +10.7% |
| 3M | +9.6% | -9.0% | +18.5% | +10.4% |
| 6M | +25.3% | +11.5% | +13.8% | +23.6% |
| YTD | +40.3% | -13.8% | +54.1% | +41.4% |
| 1Y | +49.6% | -5.6% | +55.2% | +49.1% |
| 3Y | +110.8% | +36.1% | +74.7% | +94.5% |
| 5Y | +99.1% | +82.7% | +16.4% | +71.7% |
| All | +221.6% | +1,112.4% | -890.8% | +110.1% |
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