+40,230.7%
JBL vs ARWR
-98.3%
+40,329.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.6% |
| 7D | +0.1% | -19.9% | +20.1% | +0.3% |
| 30D | -17.0% | -18.7% | +1.7% | -16.9% |
| 3M | -27.4% | -44.7% | +17.3% | -27.0% |
| 6M | -29.1% | -36.5% | +7.4% | -28.8% |
| YTD | +13.6% | -25.7% | +39.3% | +13.8% |
| 1Y | +22.8% | +18.9% | +3.8% | +22.5% |
| 3Y | +103.0% | +83.1% | +19.9% | +101.1% |
| 5Y | +307.4% | -34.9% | +342.2% | +305.8% |
| 10Y | +1,173.9% | +1,080.9% | +93.1% | +1,136.1% |
| All | +40,230.7% | -98.3% | +40,329.0% | +38,238.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling