+69.4%
USAR vs ARWR
+140.2%
-70.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -3.2% |
| 7D | -4.4% | -3.2% | -1.2% | -4.2% |
| 30D | -10.4% | -6.5% | -3.9% | -10.0% |
| 3M | -18.4% | +12.7% | -31.1% | -18.9% |
| 6M | -8.8% | +36.2% | -45.0% | -9.8% |
| YTD | +43.4% | +24.5% | +18.9% | +41.9% |
| 1Y | +21.0% | +198.0% | -177.0% | +22.9% |
| 3Y | +67.7% | +176.4% | -108.6% | +80.8% |
| All | +69.4% | +140.2% | -70.8% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling