-20.3%
USAR vs ARWR
+79.8%
-100.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | -0.8% | -17.8% | +17.1% | +0.6% |
| 30D | -20.9% | -18.1% | -2.8% | -19.7% |
| 3M | -56.2% | -44.2% | -12.0% | -54.2% |
| 6M | -67.9% | -38.6% | -29.3% | -66.7% |
| YTD | -31.4% | -28.0% | -3.4% | -29.3% |
| 1Y | -45.1% | +16.1% | -61.2% | -42.7% |
| 3Y | -20.3% | +84.0% | -104.3% | -9.6% |
| All | -20.3% | +79.8% | -100.1% | -9.6% |
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 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