+28.4%
USFR vs ARWR
+221.6%
-193.2%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -15.3% | +15.3% | 0.0% |
| 7D | +0.1% | -17.3% | +17.4% | +0.1% |
| 30D | +0.4% | -21.5% | +21.9% | +0.4% |
| 3M | +1.1% | -43.8% | +44.9% | +1.0% |
| 6M | +2.0% | -32.3% | +34.3% | +2.0% |
| YTD | +3.4% | -25.8% | +29.2% | +3.4% |
| 1Y | +4.1% | +25.5% | -21.4% | +4.1% |
| 3Y | +14.3% | +84.1% | -69.8% | +14.3% |
| 5Y | +21.3% | -39.2% | +60.5% | +21.3% |
| 10Y | +28.5% | +1,072.4% | -1,043.9% | +28.6% |
| All | +28.4% | +221.6% | -193.2% | +28.5% |
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