+193.4%
JNJ vs ARES
+971.5%
-778.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | 0.0% |
| 7D | -4.3% | -7.7% | +3.4% | -3.7% |
| 30D | +3.0% | -8.7% | +11.7% | +3.8% |
| 3M | +12.2% | +2.8% | +9.4% | +11.7% |
| 6M | +10.5% | +23.1% | -12.6% | +7.8% |
| YTD | +30.8% | -17.3% | +48.0% | +32.3% |
| 1Y | +54.9% | -24.3% | +79.2% | +57.9% |
| 3Y | +80.7% | +34.9% | +45.7% | +67.0% |
| 5Y | +83.4% | +93.5% | -10.1% | +56.8% |
| All | +193.4% | +971.5% | -778.2% | +97.0% |
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