+69.9%
ARWR vs JAAA
+29.3%
+40.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +2.9% | +0.1% | +2.8% | +2.6% |
| 30D | -2.9% | +0.5% | -3.3% | -4.0% |
| 3M | +15.2% | +1.2% | +14.0% | +11.9% |
| 6M | +42.3% | +2.8% | +39.4% | +32.9% |
| YTD | +28.2% | +3.2% | +25.0% | +19.0% |
| 1Y | +213.2% | +4.8% | +208.4% | +180.2% |
| 3Y | +184.6% | +19.0% | +165.7% | +123.8% |
| 5Y | +29.2% | +26.8% | +2.4% | -4.6% |
| All | +69.9% | +29.3% | +40.7% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling