+43.9%
ARWR vs EXR
+2,662.2%
-2,618.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.2% |
| 7D | +1.7% | -2.6% | +4.2% | +2.5% |
| 30D | -0.7% | -7.2% | +6.5% | +1.6% |
| 3M | +14.9% | -3.5% | +18.4% | +15.7% |
| 6M | +32.6% | -5.3% | +37.9% | +34.4% |
| YTD | +30.0% | +9.4% | +20.7% | +25.9% |
| 1Y | +208.4% | +1.3% | +207.0% | +205.4% |
| 3Y | +208.8% | +22.4% | +186.4% | +188.4% |
| 5Y | +27.8% | -12.2% | +40.0% | +30.9% |
| 10Y | +1,107.6% | +148.6% | +959.0% | +826.7% |
| All | +43.9% | +2,662.2% | -2,618.3% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling