+6,993.9%
JPM vs ARWR
-97.0%
+7,091.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +0.3% | +1.7% | -1.4% | +0.3% |
| 30D | -0.2% | -0.7% | +0.5% | -0.2% |
| 3M | +15.9% | +14.9% | +1.0% | +15.8% |
| 6M | +20.9% | +32.6% | -11.7% | +20.7% |
| YTD | +12.9% | +30.0% | -17.2% | +12.6% |
| 1Y | +20.3% | +208.4% | -188.1% | +19.4% |
| 3Y | +160.9% | +208.8% | -47.9% | +158.3% |
| 5Y | +154.8% | +27.8% | +127.0% | +153.0% |
| 10Y | +591.1% | +1,107.6% | -516.5% | +574.7% |
| All | +6,993.9% | -97.0% | +7,091.0% | +5,939.6% |
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 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