+84.0%
ARWR vs JAAA
+18.5%
+65.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.1% |
| 7D | -17.8% | +0.1% | -17.9% | -18.4% |
| 30D | -18.1% | +0.4% | -18.6% | -20.3% |
| 3M | -44.2% | +1.2% | -45.4% | -48.3% |
| 6M | -38.6% | +2.3% | -41.0% | -46.9% |
| YTD | -28.0% | +4.0% | -32.0% | -43.6% |
| 1Y | +16.1% | +4.8% | +11.3% | -13.2% |
| 3Y | +84.0% | +18.4% | +65.5% | +50.7% |
| All | +84.0% | +18.5% | +65.5% | +50.7% |
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