+2,225.2%
JCI vs ARWR
-98.0%
+2,323.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.7% |
| 7D | -9.4% | -2.9% | -6.5% | -9.4% |
| 30D | -13.4% | -5.4% | -8.0% | -13.4% |
| 3M | -12.4% | -32.2% | +19.9% | -12.3% |
| 6M | -5.1% | -26.5% | +21.4% | -5.1% |
| YTD | +13.7% | -12.4% | +26.1% | +13.8% |
| 1Y | +11.4% | +46.9% | -35.5% | +11.2% |
| 3Y | +175.9% | +116.0% | +59.9% | +174.6% |
| 5Y | +98.4% | -28.0% | +126.4% | +97.9% |
| 10Y | +311.2% | +923.9% | -612.8% | +307.6% |
| All | +2,225.2% | -98.0% | +2,323.2% | +2,302.1% |
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