+29.3%
ARWR vs RJF
+101.5%
-72.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.9% |
| 7D | -4.3% | -4.2% | -0.1% | -1.6% |
| 30D | -7.3% | -3.6% | -3.7% | -5.2% |
| 3M | +17.0% | +15.6% | +1.4% | +5.6% |
| 6M | +39.8% | +17.6% | +22.2% | +24.5% |
| YTD | +24.7% | +9.2% | +15.4% | +15.5% |
| 1Y | +186.5% | +5.5% | +180.9% | +171.4% |
| 3Y | +176.8% | +70.3% | +106.5% | +91.0% |
| 5Y | +29.3% | +106.0% | -76.7% | -22.6% |
| All | +29.3% | +101.5% | -72.2% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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