+293.5%
JCI vs ARWR
+1,024.2%
-730.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.4% |
| 7D | +3.2% | -17.8% | +21.0% | +4.9% |
| 30D | -8.6% | -18.1% | +9.5% | -7.1% |
| 3M | -7.7% | -44.2% | +36.4% | -2.9% |
| 6M | -2.6% | -38.6% | +36.1% | +1.3% |
| YTD | +17.4% | -28.0% | +45.4% | +19.5% |
| 1Y | +16.9% | +16.1% | +0.8% | +13.0% |
| 3Y | +186.7% | +84.0% | +102.8% | +154.5% |
| 5Y | +95.4% | -35.4% | +130.7% | +83.4% |
| All | +293.5% | +1,024.2% | -730.7% | +199.3% |
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