+17.8%
JD vs ARWR
+105.6%
-87.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.5% |
| 7D | +13.4% | -2.9% | +16.3% | +13.7% |
| 30D | +7.7% | -5.4% | +13.1% | +8.3% |
| 3M | -11.3% | -32.2% | +21.0% | -7.2% |
| 6M | -5.1% | -26.5% | +21.4% | -2.5% |
| YTD | +5.0% | -12.4% | +17.4% | +4.7% |
| 1Y | -5.6% | +46.9% | -52.5% | -13.5% |
| 3Y | +17.8% | +116.0% | -98.2% | -3.8% |
| All | +17.8% | +105.6% | -87.8% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling