+74.9%
USAR vs ARWR
+151.0%
-76.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -2.1% | +1.7% | -3.8% | -2.2% |
| 30D | +2.6% | -0.7% | +3.3% | +2.7% |
| 3M | -35.0% | +14.9% | -49.9% | -35.5% |
| 6M | -6.9% | +32.6% | -39.5% | -8.1% |
| YTD | +48.0% | +30.0% | +17.9% | +46.1% |
| 1Y | +24.8% | +208.4% | -183.6% | +26.4% |
| 3Y | +73.2% | +208.8% | -135.6% | +86.1% |
| All | +74.9% | +151.0% | -76.1% | +88.4% |
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