+1,447.0%
JBL vs ARWR
+1,080.6%
+366.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.8% |
| 7D | -1.0% | -4.3% | +3.3% | -0.5% |
| 30D | -15.1% | -7.3% | -7.8% | -14.3% |
| 3M | -14.0% | +17.0% | -31.1% | -16.1% |
| 6M | +20.6% | +39.8% | -19.2% | +14.9% |
| YTD | +32.9% | +24.7% | +8.2% | +28.1% |
| 1Y | +40.5% | +186.5% | -145.9% | +21.4% |
| 3Y | +183.7% | +176.8% | +7.0% | +133.1% |
| 5Y | +388.3% | +29.3% | +359.0% | +321.6% |
| All | +1,447.0% | +1,080.6% | +366.4% | +979.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling