+39.5%
EXPE vs ARWR
-28.9%
+68.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -5.1% |
| 7D | -9.3% | -2.9% | -6.4% | -8.7% |
| 30D | +0.1% | -5.4% | +5.5% | +1.2% |
| 3M | -15.3% | -32.2% | +16.9% | -9.8% |
| 6M | +5.5% | -26.5% | +32.0% | +10.0% |
| YTD | -8.0% | -12.4% | +4.4% | -7.5% |
| 1Y | +18.9% | +46.9% | -28.0% | +7.9% |
| 3Y | +135.5% | +116.0% | +19.6% | +77.9% |
| All | +39.5% | -28.9% | +68.4% | +27.2% |
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