+22.7%
USB vs ARWR
-29.8%
+52.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.8% | +4.7% | -1.3% |
| 7D | -1.5% | -5.0% | +3.5% | -0.9% |
| 30D | +4.3% | -6.6% | +10.9% | +5.1% |
| 3M | -6.1% | -33.9% | +27.8% | -1.5% |
| 6M | +9.4% | -23.3% | +32.7% | +11.9% |
| YTD | +15.2% | -13.5% | +28.6% | +15.5% |
| 1Y | +32.8% | +42.5% | -9.8% | +23.9% |
| 3Y | +91.3% | +104.1% | -12.8% | +58.7% |
| 5Y | +22.7% | -28.8% | +51.5% | +1.9% |
| All | +22.7% | -29.8% | +52.5% | +1.9% |
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