+2,388.9%
JCI vs ARWR
-97.0%
+2,485.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +3.8% | +1.7% | +2.1% | +3.8% |
| 30D | -5.7% | -0.7% | -5.0% | -5.7% |
| 3M | -1.4% | +14.9% | -16.3% | -1.5% |
| 6M | +4.1% | +32.6% | -28.5% | +4.0% |
| YTD | +21.7% | +30.0% | -8.3% | +21.6% |
| 1Y | +36.1% | +208.4% | -172.2% | +35.5% |
| 3Y | +154.4% | +208.8% | -54.4% | +152.9% |
| 5Y | +112.0% | +27.8% | +84.2% | +111.1% |
| 10Y | +322.2% | +1,107.6% | -785.3% | +318.1% |
| All | +2,388.9% | -97.0% | +2,485.9% | +2,467.7% |
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