+18.9%
EXPE vs ARWR
+44.4%
-25.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -11.6% |
| 6M | +5.5% | -26.5% | +32.0% | +8.5% |
| YTD | -8.0% | -12.4% | +4.4% | -7.8% |
| 1Y | +18.9% | +46.9% | -28.0% | +17.7% |
| All | +18.9% | +44.4% | -25.6% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling