+6,699.9%
JPM vs ARWR
-98.3%
+6,798.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +1.2% | -17.7% | +18.9% | +1.3% |
| 30D | +2.7% | -21.9% | +24.6% | +2.9% |
| 3M | -4.5% | -44.5% | +40.1% | -4.1% |
| 6M | +14.3% | -32.6% | +46.9% | +14.5% |
| YTD | +8.2% | -26.2% | +34.4% | +8.3% |
| 1Y | +10.0% | +23.0% | -12.9% | +9.8% |
| 3Y | +149.0% | +81.8% | +67.2% | +147.2% |
| 5Y | +131.0% | -36.0% | +167.1% | +130.3% |
| 10Y | +479.1% | +1,039.5% | -560.5% | +466.3% |
| All | +6,699.9% | -98.3% | +6,798.3% | +5,708.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling