-97.1%
ARWR vs RJF
+12,828.2%
-12,925.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +2.9% | +1.8% | +1.1% | +2.4% |
| 30D | -2.9% | 0.0% | -2.9% | -3.0% |
| 3M | +15.2% | +18.0% | -2.7% | +9.8% |
| 6M | +42.3% | +17.0% | +25.3% | +35.9% |
| YTD | +28.2% | +11.1% | +17.1% | +23.9% |
| 1Y | +213.2% | +8.0% | +205.3% | +205.4% |
| 3Y | +184.6% | +73.3% | +111.4% | +145.6% |
| 5Y | +29.2% | +107.4% | -78.2% | +6.6% |
| 10Y | +1,012.5% | +428.5% | +584.1% | +622.6% |
| All | -97.1% | +12,828.2% | -12,925.3% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling