+44.5%
JBL vs ARWR
+194.9%
-150.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.3% |
| 7D | +4.0% | -3.2% | +7.2% | +4.7% |
| 30D | -7.5% | -6.5% | -1.0% | -6.3% |
| 3M | -14.1% | +12.7% | -26.7% | -16.8% |
| 6M | +25.9% | +36.2% | -10.3% | +16.9% |
| YTD | +36.7% | +24.5% | +12.2% | +28.6% |
| All | +44.5% | +194.9% | -150.4% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling