+4,463.0%
USB vs ARWR
-97.0%
+4,560.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.4% | +1.7% | -0.2% | +1.4% |
| 30D | -1.3% | -0.7% | -0.7% | -1.3% |
| 3M | +15.2% | +14.9% | +0.4% | +15.1% |
| 6M | +18.8% | +32.6% | -13.8% | +18.6% |
| YTD | +21.0% | +30.0% | -9.0% | +20.8% |
| 1Y | +34.0% | +208.4% | -174.3% | +33.0% |
| 3Y | +95.3% | +208.8% | -113.5% | +93.5% |
| 5Y | +40.4% | +27.8% | +12.6% | +39.4% |
| 10Y | +107.3% | +1,107.6% | -1,000.2% | +103.1% |
| All | +4,463.0% | -97.0% | +4,560.1% | +4,300.5% |
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 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