+97.6%
JNJ vs ARES
+81.3%
+16.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.1% |
| 7D | +4.1% | -0.3% | +4.4% | +4.1% |
| 30D | +14.0% | +15.3% | -1.2% | +13.9% |
| 3M | +9.2% | -5.4% | +14.6% | +9.1% |
| 6M | +27.8% | +10.0% | +17.8% | +27.7% |
| YTD | +39.2% | -14.7% | +53.9% | +39.4% |
| 1Y | +49.1% | -9.7% | +58.8% | +49.2% |
| 3Y | +109.7% | +35.8% | +73.9% | +102.7% |
| 5Y | +97.6% | +80.9% | +16.7% | +83.0% |
| All | +97.6% | +81.3% | +16.3% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling