+2,336.4%
JCI vs ARWR
-98.3%
+2,434.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -15.3% | +20.1% | +4.8% |
| 7D | -3.4% | -17.3% | +13.9% | -3.4% |
| 30D | -10.1% | -21.5% | +11.4% | -10.1% |
| 3M | -6.8% | -43.8% | +37.0% | -6.6% |
| 6M | +2.0% | -32.3% | +34.2% | +2.1% |
| YTD | +19.2% | -25.8% | +45.0% | +19.3% |
| 1Y | +16.7% | +25.5% | -8.8% | +16.6% |
| 3Y | +194.3% | +84.1% | +110.2% | +193.1% |
| 5Y | +103.0% | -39.2% | +142.3% | +102.6% |
| 10Y | +301.7% | +1,072.4% | -770.6% | +298.4% |
| All | +2,336.4% | -98.3% | +2,434.8% | +2,418.3% |
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 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