+60.1%
EXPD vs ARWR
-34.9%
+95.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.6% |
| 7D | +5.5% | -17.8% | +23.4% | +7.1% |
| 30D | -0.8% | -18.1% | +17.3% | +0.7% |
| 3M | +4.1% | -44.2% | +48.3% | +9.2% |
| 6M | +25.7% | -38.6% | +64.3% | +30.1% |
| YTD | +31.4% | -28.0% | +59.4% | +33.1% |
| 1Y | +42.2% | +16.1% | +26.0% | +36.0% |
| 3Y | +77.2% | +84.0% | -6.8% | +51.3% |
| All | +60.1% | -34.9% | +95.0% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling