+31.8%
USB vs ARWR
+44.4%
-12.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | 0.0% | -2.9% | +2.9% | +0.2% |
| 30D | +5.8% | -5.4% | +11.2% | +6.3% |
| 3M | -6.0% | -32.2% | +26.3% | -3.3% |
| 6M | +7.8% | -26.5% | +34.3% | +9.9% |
| YTD | +14.6% | -12.4% | +27.0% | +14.3% |
| 1Y | +31.8% | +46.9% | -15.1% | +27.5% |
| All | +31.8% | +44.4% | -12.6% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling