+323.0%
EXPD vs ARWR
+1,055.7%
-732.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -7.4% | -17.7% | +10.3% | -6.3% |
| 30D | -2.1% | -21.9% | +19.8% | -0.6% |
| 3M | +5.7% | -44.5% | +50.2% | +9.6% |
| 6M | +21.4% | -32.6% | +54.0% | +23.8% |
| YTD | +27.6% | -26.2% | +53.8% | +28.8% |
| 1Y | +36.1% | +23.0% | +13.2% | +31.9% |
| 3Y | +69.9% | +81.8% | -11.9% | +54.7% |
| 5Y | +59.7% | -36.0% | +95.7% | +51.4% |
| 10Y | +323.0% | +1,039.5% | -716.5% | +247.8% |
| All | +323.0% | +1,055.7% | -732.6% | +247.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling