-9.7%
JD vs ARWR
+59.7%
-69.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.5% | +2.8% |
| 7D | +9.0% | +2.4% | +6.6% | +8.8% |
| 30D | +5.2% | -1.1% | +6.3% | +5.2% |
| 3M | -15.9% | -31.2% | +15.3% | -14.2% |
| 6M | -7.7% | -19.3% | +11.6% | -7.0% |
| YTD | +0.1% | -7.1% | +7.2% | -1.4% |
| 1Y | -9.7% | +62.9% | -72.6% | -14.4% |
| All | -9.7% | +59.7% | -69.5% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling