-80.5%
ABCL vs EXR
+82.1%
-162.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -3.3% | -0.4% | -2.8% | -3.1% |
| 30D | -7.1% | +18.2% | -25.3% | -14.0% |
| 3M | +4.7% | +7.3% | -2.6% | +1.2% |
| 6M | +140.9% | +13.8% | +127.0% | +125.0% |
| YTD | +236.0% | +25.9% | +210.0% | +199.7% |
| 1Y | +217.4% | +25.8% | +191.6% | +183.0% |
| 3Y | +188.7% | +53.7% | +135.0% | +129.3% |
| 5Y | -23.5% | -1.8% | -21.7% | -26.9% |
| All | -80.5% | +82.1% | -162.6% | -79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling