+104.9%
EXPE vs ARWR
+28.5%
+76.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -9.5% | +1.7% | -11.2% | -9.8% |
| 30D | -6.6% | -0.7% | -6.0% | -6.6% |
| 3M | +31.4% | +14.9% | +16.5% | +27.4% |
| 6M | +35.2% | +32.6% | +2.6% | +27.3% |
| YTD | +5.8% | +30.0% | -24.2% | -0.2% |
| 1Y | +38.7% | +208.4% | -169.7% | +10.7% |
| 3Y | +175.8% | +208.8% | -33.0% | +98.2% |
| All | +104.9% | +28.5% | +76.4% | +67.2% |
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