+6,549.3%
JPM vs ARWR
-98.0%
+6,647.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -0.9% |
| 7D | -0.8% | -2.9% | +2.1% | -0.7% |
| 30D | +1.5% | -5.4% | +6.9% | +1.5% |
| 3M | -5.7% | -32.2% | +26.6% | -5.4% |
| 6M | +7.2% | -26.5% | +33.7% | +7.4% |
| YTD | +5.8% | -12.4% | +18.2% | +5.8% |
| 1Y | +8.8% | +46.9% | -38.1% | +8.4% |
| 3Y | +147.4% | +116.0% | +31.4% | +145.4% |
| 5Y | +125.3% | -28.0% | +153.3% | +124.5% |
| 10Y | +540.5% | +923.9% | -383.4% | +526.3% |
| All | +6,549.3% | -98.0% | +6,647.3% | +5,574.1% |
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