-79.8%
ABCL vs EXR
+82.9%
-162.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +7.0% |
| 7D | -3.2% | +5.2% | -8.4% | -5.4% |
| 30D | -7.4% | +20.9% | -28.3% | -15.1% |
| 3M | +81.9% | +7.7% | +74.2% | +75.1% |
| 6M | +135.7% | +13.2% | +122.5% | +120.9% |
| YTD | +247.4% | +26.5% | +220.9% | +209.2% |
| 1Y | +162.3% | +27.2% | +135.1% | +132.3% |
| 3Y | +165.5% | +71.5% | +93.9% | +100.1% |
| 5Y | -21.3% | +0.4% | -21.6% | -24.9% |
| All | -79.8% | +82.9% | -162.7% | -79.1% |
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