+209.4%
ABCL vs EXR
+53.9%
+155.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +5.0% |
| 7D | +12.4% | +2.7% | +9.7% | +11.2% |
| 30D | -0.4% | +18.9% | -19.3% | -8.1% |
| 3M | +80.4% | +8.4% | +72.0% | +73.3% |
| 6M | +138.5% | +14.3% | +124.2% | +121.7% |
| YTD | +265.5% | +27.2% | +238.2% | +221.0% |
| 1Y | +219.7% | +25.9% | +193.8% | +181.8% |
| 3Y | +209.4% | +54.6% | +154.8% | +112.7% |
| All | +209.4% | +53.9% | +155.5% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling