+162.3%
JPM vs ARES
+38.2%
+124.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.2% |
| 7D | -0.4% | -2.7% | +2.2% | +0.3% |
| 30D | -1.4% | -2.4% | +1.0% | -0.9% |
| 3M | +13.9% | +3.9% | +10.0% | +12.0% |
| 6M | +23.5% | +26.4% | -2.9% | +13.3% |
| YTD | +11.6% | -14.9% | +26.5% | +16.2% |
| 1Y | +21.4% | -20.4% | +41.8% | +28.6% |
| All | +162.3% | +38.2% | +124.1% | +136.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling