-6.4%
JD vs ARWR
+20.5%
-27.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -15.3% | +12.8% | -1.6% |
| 7D | +7.9% | -17.3% | +25.2% | +9.0% |
| 30D | +4.8% | -21.5% | +26.3% | +6.1% |
| 3M | -13.9% | -43.8% | +29.9% | -11.2% |
| 6M | -5.8% | -32.3% | +26.5% | -4.5% |
| YTD | +2.4% | -25.8% | +28.2% | +2.1% |
| All | -6.4% | +20.5% | -27.0% | -9.2% |
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