+59.9%
EXPD vs ARWR
-29.8%
+89.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.8% | +2.3% | -3.9% |
| 7D | -4.8% | -5.0% | +0.2% | -4.4% |
| 30D | -1.5% | -6.6% | +5.1% | -1.0% |
| 3M | +4.1% | -33.9% | +38.0% | +7.7% |
| 6M | +24.0% | -23.3% | +47.3% | +25.9% |
| YTD | +27.4% | -13.5% | +40.9% | +27.2% |
| 1Y | +38.4% | +42.5% | -4.2% | +30.3% |
| 3Y | +73.2% | +104.1% | -30.9% | +47.7% |
| 5Y | +59.9% | -28.8% | +88.7% | +35.9% |
| All | +59.9% | -29.8% | +89.7% | +35.9% |
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