+4,242.7%
USB vs ARWR
-98.0%
+4,340.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.8% | +4.7% | -2.1% |
| 7D | -1.5% | -5.0% | +3.5% | -1.4% |
| 30D | +4.3% | -6.6% | +10.9% | +4.3% |
| 3M | -6.1% | -33.9% | +27.8% | -5.9% |
| 6M | +9.4% | -23.3% | +32.7% | +9.5% |
| YTD | +15.2% | -13.5% | +28.6% | +15.2% |
| 1Y | +32.8% | +42.5% | -9.8% | +32.4% |
| 3Y | +91.3% | +104.1% | -12.8% | +90.0% |
| 5Y | +22.7% | -28.8% | +51.5% | +22.2% |
| 10Y | +97.0% | +911.6% | -814.6% | +93.4% |
| All | +4,242.7% | -98.0% | +4,340.7% | +4,097.4% |
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