+592.1%
JPM vs ARWR
+978.7%
-386.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.3% | +0.6% |
| 7D | -0.4% | -3.2% | +2.8% | -0.2% |
| 30D | -1.4% | -6.5% | +5.0% | -0.9% |
| 3M | +13.9% | +12.7% | +1.3% | +12.6% |
| 6M | +23.5% | +36.2% | -12.7% | +19.9% |
| YTD | +11.6% | +24.5% | -12.8% | +9.0% |
| 1Y | +21.4% | +198.0% | -176.6% | +9.9% |
| 3Y | +163.4% | +176.4% | -12.9% | +131.3% |
| 5Y | +152.5% | +26.6% | +126.0% | +128.5% |
| 10Y | +592.1% | +1,054.1% | -461.9% | +450.3% |
| All | +592.1% | +978.7% | -386.6% | +450.3% |
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