+28,210.6%
EXPD vs ARWR
-98.0%
+28,308.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.8% | +2.3% | -4.4% |
| 7D | -4.8% | -5.0% | +0.2% | -4.8% |
| 30D | -1.5% | -6.6% | +5.1% | -1.5% |
| 3M | +4.1% | -33.9% | +38.0% | +4.3% |
| 6M | +24.0% | -23.3% | +47.3% | +24.1% |
| YTD | +27.4% | -13.5% | +40.9% | +27.4% |
| 1Y | +38.4% | +42.5% | -4.2% | +38.0% |
| 3Y | +73.2% | +104.1% | -30.9% | +72.0% |
| 5Y | +59.9% | -28.8% | +88.7% | +59.3% |
| 10Y | +319.9% | +911.6% | -591.7% | +311.8% |
| All | +28,210.6% | -98.0% | +28,308.6% | +25,541.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling