+28.9%
JD vs ARWR
+921.6%
-892.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -15.3% | +12.8% | -0.3% |
| 7D | +7.9% | -17.3% | +25.2% | +10.6% |
| 30D | +4.8% | -21.5% | +26.3% | +8.1% |
| 3M | -13.9% | -43.8% | +29.9% | -7.1% |
| 6M | -5.8% | -32.3% | +26.5% | -1.9% |
| YTD | +2.4% | -25.8% | +28.2% | +4.7% |
| 1Y | -7.5% | +25.5% | -33.1% | -13.3% |
| 3Y | +20.9% | +84.1% | -63.3% | +0.8% |
| 5Y | -58.0% | -39.2% | -18.8% | -61.1% |
| 10Y | +28.9% | +1,072.4% | -1,043.5% | -6.1% |
| All | +28.9% | +921.6% | -892.7% | -6.1% |
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 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