+290.3%
JNJ vs ARES
+1,196.0%
-905.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -1.1% |
| 7D | +2.7% | -1.7% | +4.4% | +2.8% |
| 30D | +7.4% | +0.3% | +7.1% | +7.3% |
| 3M | +21.2% | +8.5% | +12.7% | +20.1% |
| 6M | +13.4% | +23.5% | -10.1% | +10.9% |
| YTD | +35.1% | -11.2% | +46.4% | +35.8% |
| 1Y | +57.4% | -19.3% | +76.7% | +59.4% |
| 3Y | +86.8% | +48.7% | +38.1% | +72.4% |
| 5Y | +80.8% | +106.5% | -25.7% | +56.5% |
| 10Y | +202.7% | +1,055.3% | -852.6% | +110.6% |
| All | +290.3% | +1,196.0% | -905.7% | +166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling