+48,281.5%
JBL vs ARWR
-97.0%
+48,378.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +3.0% | +1.7% | +1.3% | +3.0% |
| 30D | -8.3% | -0.7% | -7.6% | -8.3% |
| 3M | -16.9% | +14.9% | -31.8% | -17.0% |
| 6M | +21.8% | +32.6% | -10.9% | +21.4% |
| YTD | +36.3% | +30.0% | +6.3% | +35.9% |
| 1Y | +49.5% | +208.4% | -158.9% | +47.9% |
| 3Y | +170.6% | +208.8% | -38.2% | +166.8% |
| 5Y | +408.4% | +27.8% | +380.6% | +403.6% |
| 10Y | +1,450.4% | +1,107.6% | +342.8% | +1,400.9% |
| All | +48,281.5% | -97.0% | +48,378.6% | +45,672.1% |
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