+34.4%
JD vs ARWR
+1,024.2%
-989.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | -4.1% | -17.8% | +13.7% | -1.6% |
| 30D | +4.6% | -18.1% | +22.8% | +7.3% |
| 3M | -4.7% | -44.2% | +39.4% | +2.9% |
| 6M | -17.4% | -38.6% | +21.3% | -12.6% |
| YTD | +0.7% | -28.0% | +28.7% | +3.4% |
| 1Y | -5.9% | +16.1% | -22.0% | -10.7% |
| 3Y | +18.9% | +84.0% | -65.1% | -0.9% |
| 5Y | -62.9% | -35.4% | -27.6% | -65.8% |
| All | +34.4% | +1,024.2% | -989.9% | -1.3% |
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