+162.3%
ABCL vs EXR
+26.1%
+136.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +6.8% |
| 7D | -3.2% | +5.2% | -8.4% | -3.9% |
| 30D | -7.4% | +20.9% | -28.3% | -11.5% |
| 3M | +81.9% | +7.7% | +74.2% | +79.9% |
| 6M | +135.7% | +13.2% | +122.5% | +124.6% |
| YTD | +247.4% | +26.5% | +220.9% | +205.8% |
| 1Y | +162.3% | +27.2% | +135.1% | +129.4% |
| All | +162.3% | +26.1% | +136.1% | +129.4% |
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