+152.2%
ABCL vs EXR
+28.1%
+124.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.4% |
| 7D | -10.0% | +11.3% | -21.2% | -11.6% |
| 30D | -10.9% | +21.2% | -32.1% | -14.7% |
| 3M | +101.6% | +8.7% | +92.9% | +99.2% |
| 6M | +167.5% | +18.2% | +149.3% | +149.9% |
| YTD | +259.1% | +27.9% | +231.1% | +215.7% |
| 1Y | +152.2% | +28.3% | +123.8% | +119.9% |
| All | +152.2% | +28.1% | +124.1% | +119.9% |
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