+47.3%
EXPE vs ARWR
-34.9%
+82.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | -0.5% | -17.8% | +17.4% | +2.6% |
| 30D | -6.1% | -18.1% | +12.1% | -2.9% |
| 3M | -21.3% | -44.2% | +22.9% | -13.5% |
| 6M | +19.0% | -38.6% | +57.7% | +27.7% |
| YTD | -8.4% | -28.0% | +19.6% | -5.0% |
| 1Y | -2.8% | +16.1% | -18.9% | -8.3% |
| 3Y | +120.8% | +84.0% | +36.8% | +70.2% |
| All | +47.3% | -34.9% | +82.1% | +34.0% |
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 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