+585.7%
JPM vs ARES
+971.5%
-385.9%
-43.6%
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% | +0.7% |
| 7D | -2.3% | -7.7% | +5.3% | +0.5% |
| 30D | -2.3% | -8.7% | +6.4% | +0.8% |
| 3M | +14.9% | +2.8% | +12.1% | +12.7% |
| 6M | +23.6% | +23.1% | +0.6% | +12.1% |
| YTD | +11.3% | -17.3% | +28.5% | +16.3% |
| 1Y | +19.9% | -24.3% | +44.2% | +28.6% |
| 3Y | +162.6% | +34.9% | +127.7% | +117.6% |
| 5Y | +154.6% | +93.5% | +61.1% | +74.3% |
| All | +585.7% | +971.5% | -385.9% | +164.9% |
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