+713.2%
EXPE vs ARWR
+66.7%
+646.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -11.2% | -17.7% | +6.5% | -9.6% |
| 30D | -7.5% | -21.9% | +14.5% | -5.3% |
| 3M | -19.1% | -44.5% | +25.5% | -14.7% |
| 6M | +10.7% | -32.6% | +43.3% | +14.2% |
| YTD | -9.9% | -26.2% | +16.3% | -8.2% |
| 1Y | -4.6% | +23.0% | -27.6% | -7.7% |
| 3Y | +116.8% | +81.8% | +35.0% | +94.1% |
| 5Y | +38.6% | -36.0% | +74.6% | +32.8% |
| 10Y | +115.9% | +1,039.5% | -923.7% | +53.4% |
| All | +713.2% | +66.7% | +646.5% | +454.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling