+411.3%
JBL vs ARWR
+29.5%
+381.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | +4.4% | +2.9% | +1.5% | +3.9% |
| 30D | -8.4% | -2.9% | -5.5% | -8.0% |
| 3M | -14.2% | +15.2% | -29.4% | -16.6% |
| 6M | +29.6% | +42.3% | -12.7% | +21.6% |
| YTD | +37.1% | +28.2% | +8.9% | +30.3% |
| 1Y | +49.5% | +213.2% | -163.8% | +22.7% |
| 3Y | +192.7% | +184.6% | +8.0% | +125.5% |
| 5Y | +411.3% | +29.2% | +382.1% | +316.9% |
| All | +411.3% | +29.5% | +381.8% | +316.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling