+759.4%
JPM vs ARES
+1,188.6%
-429.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | -2.5% | +0.8% | -3.2% | -2.7% |
| 30D | +2.7% | +16.7% | -14.0% | -2.7% |
| 3M | -4.7% | -2.6% | -2.0% | -4.2% |
| 6M | +15.6% | +13.0% | +2.6% | +9.5% |
| YTD | +8.6% | -11.7% | +20.4% | +10.5% |
| 1Y | +10.9% | -6.7% | +17.6% | +10.1% |
| 3Y | +149.9% | +40.5% | +109.4% | +108.6% |
| 5Y | +131.9% | +88.2% | +43.7% | +67.6% |
| 10Y | +481.0% | +1,131.0% | -650.0% | +140.9% |
| All | +759.4% | +1,188.6% | -429.2% | +235.5% |
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