+1,039.5%
ARWR vs EXR
+205.9%
+833.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -17.7% | +1.7% | -19.4% | -18.3% |
| 30D | -21.9% | +18.0% | -40.0% | -27.5% |
| 3M | -44.5% | +9.7% | -54.2% | -46.8% |
| 6M | -32.6% | +13.4% | -46.0% | -36.7% |
| YTD | -26.2% | +26.3% | -52.5% | -34.1% |
| 1Y | +23.0% | +27.6% | -4.6% | +9.3% |
| 3Y | +81.8% | +52.2% | +29.6% | +49.4% |
| 5Y | -36.0% | -1.1% | -35.0% | -38.5% |
| 10Y | +1,039.5% | +216.8% | +822.7% | +671.2% |
| All | +1,039.5% | +205.9% | +833.7% | +671.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling