+24.0%
EXPD vs ARWR
-25.6%
+49.6%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.8% | +2.3% | -4.5% |
| 7D | -4.8% | -5.0% | +0.2% | -4.8% |
| 30D | -1.5% | -6.6% | +5.1% | -1.6% |
| 3M | +4.1% | -33.9% | +38.0% | +2.9% |
| 6M | +24.0% | -23.3% | +47.3% | +24.0% |
| All | +24.0% | -25.6% | +49.6% | +24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling