+24.1%
ABBV vs EXR
+1.1%
+23.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | +0.4% | -2.6% | +2.9% | +1.1% |
| 30D | +4.2% | -7.2% | +11.4% | +6.4% |
| 3M | +14.8% | -3.5% | +18.3% | +16.2% |
| 6M | +10.3% | -5.3% | +15.6% | +11.4% |
| YTD | +14.9% | +9.4% | +5.5% | +13.3% |
| 1Y | +24.1% | +1.3% | +22.8% | +22.9% |
| All | +24.1% | +1.1% | +23.1% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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