+116.0%
ARWR vs EXR
+69.9%
+46.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | -2.9% | +5.2% | -8.1% | -5.4% |
| 30D | -5.4% | +20.9% | -26.3% | -14.5% |
| 3M | -32.2% | +7.7% | -39.9% | -35.0% |
| 6M | -26.5% | +13.2% | -39.7% | -31.8% |
| YTD | -12.4% | +26.5% | -38.9% | -24.3% |
| 1Y | +46.9% | +27.2% | +19.7% | +26.6% |
| 3Y | +116.0% | +71.5% | +44.4% | +55.8% |
| All | +116.0% | +69.9% | +46.1% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling