+115.5%
EXPE vs ARWR
+906.2%
-790.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -5.0% |
| 7D | -9.3% | -2.9% | -6.4% | -8.8% |
| 30D | +0.1% | -5.4% | +5.5% | +1.0% |
| 3M | -15.3% | -32.2% | +16.9% | -10.9% |
| 6M | +5.5% | -26.5% | +32.0% | +9.1% |
| YTD | -8.0% | -12.4% | +4.4% | -7.5% |
| 1Y | +18.9% | +46.9% | -28.0% | +10.6% |
| 3Y | +135.5% | +116.0% | +19.6% | +94.8% |
| 5Y | +44.3% | -28.0% | +72.2% | +32.1% |
| All | +115.5% | +906.2% | -790.7% | +51.0% |
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 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