-57.1%
JD vs ARWR
-28.9%
-28.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | +13.4% | -2.9% | +16.3% | +13.9% |
| 30D | +7.7% | -5.4% | +13.1% | +8.7% |
| 3M | -11.3% | -32.2% | +21.0% | -4.6% |
| 6M | -5.1% | -26.5% | +21.4% | -1.0% |
| YTD | +5.0% | -12.4% | +17.4% | +4.6% |
| 1Y | -5.6% | +46.9% | -52.5% | -17.6% |
| 3Y | +17.8% | +116.0% | -98.2% | -16.4% |
| All | -57.1% | -28.9% | -28.2% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling