+29.3%
ARWR vs JAAA
+26.8%
+2.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.3% | +0.1% | -4.4% | -4.5% |
| 30D | -7.3% | +0.4% | -7.7% | -8.1% |
| 3M | +17.0% | +1.2% | +15.8% | +14.0% |
| 6M | +39.8% | +2.7% | +37.1% | +32.3% |
| YTD | +24.7% | +3.2% | +21.5% | +16.9% |
| 1Y | +186.5% | +4.8% | +181.6% | +160.4% |
| 3Y | +176.8% | +19.0% | +157.8% | +138.7% |
| 5Y | +29.3% | +26.8% | +2.5% | +4.7% |
| All | +29.3% | +26.8% | +2.5% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling