+341.0%
JCI vs ARWR
+978.7%
-637.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.7% |
| 7D | +4.1% | -3.2% | +7.3% | +4.4% |
| 30D | -3.8% | -6.5% | +2.6% | -3.2% |
| 3M | -1.6% | +12.7% | -14.3% | -3.0% |
| 6M | +9.5% | +36.2% | -26.7% | +5.8% |
| YTD | +21.7% | +24.5% | -2.7% | +18.2% |
| 1Y | +37.1% | +198.0% | -160.8% | +21.7% |
| 3Y | +165.2% | +176.4% | -11.2% | +127.2% |
| 5Y | +110.3% | +26.6% | +83.7% | +86.5% |
| 10Y | +341.0% | +1,054.1% | -713.1% | +224.8% |
| All | +341.0% | +978.7% | -637.7% | +224.8% |
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