+4,335.7%
USB vs ARWR
-97.9%
+4,433.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.9% |
| 7D | +2.4% | +2.4% | 0.0% | +2.4% |
| 30D | +6.6% | -1.1% | +7.7% | +6.6% |
| 3M | -4.1% | -31.2% | +27.1% | -3.9% |
| 6M | +12.5% | -19.3% | +31.8% | +12.6% |
| YTD | +17.6% | -7.1% | +24.8% | +17.6% |
| 1Y | +36.5% | +62.9% | -26.4% | +36.0% |
| 3Y | +95.4% | +119.0% | -23.6% | +94.0% |
| 5Y | +26.1% | -24.4% | +50.5% | +25.6% |
| 10Y | +101.3% | +985.4% | -884.1% | +97.4% |
| All | +4,335.7% | -97.9% | +4,433.6% | +4,185.6% |
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 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