+21.2%
EXE vs ARWR
+79.8%
-58.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | +5.3% | -17.8% | +23.2% | +6.2% |
| 30D | -2.2% | -18.1% | +15.9% | -1.4% |
| 3M | -5.9% | -44.2% | +38.3% | -3.3% |
| 6M | -5.7% | -38.6% | +32.9% | -3.7% |
| YTD | -17.8% | -28.0% | +10.2% | -17.0% |
| 1Y | -23.1% | +16.1% | -39.3% | -24.6% |
| 3Y | +21.2% | +84.0% | -62.8% | +11.3% |
| All | +21.2% | +79.8% | -58.6% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling