-19.7%
USAR vs ARWR
+105.6%
-125.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.2% | +9.6% | +10.7% |
| 7D | -14.5% | -2.9% | -11.6% | -14.2% |
| 30D | -37.8% | -5.4% | -32.4% | -37.5% |
| 3M | -52.8% | -32.2% | -20.5% | -51.3% |
| 6M | -71.2% | -26.5% | -44.7% | -70.5% |
| YTD | -30.9% | -12.4% | -18.5% | -29.7% |
| 1Y | -48.0% | +46.9% | -94.9% | -46.5% |
| 3Y | -19.7% | +116.0% | -135.7% | -10.3% |
| All | -19.7% | +105.6% | -125.3% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling