+182.6%
ARWR vs JAAA
+18.9%
+163.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -3.0% |
| 7D | -3.2% | +0.1% | -3.3% | -3.8% |
| 30D | -6.5% | +0.5% | -6.9% | -8.9% |
| 3M | +12.7% | +1.2% | +11.4% | +4.8% |
| 6M | +36.2% | +2.7% | +33.5% | +16.6% |
| YTD | +24.5% | +3.2% | +21.3% | +4.0% |
| 1Y | +198.0% | +4.8% | +193.2% | +128.2% |
| All | +182.6% | +18.9% | +163.7% | +242.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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