+148.7%
ABCL vs EXR
+70.9%
+77.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.6% | -8.8% | -9.2% |
| 7D | -14.9% | +6.8% | -21.7% | -17.1% |
| 30D | -15.4% | +19.6% | -35.0% | -21.4% |
| 3M | +88.0% | +8.0% | +80.0% | +81.7% |
| 6M | +138.8% | +17.2% | +121.7% | +121.6% |
| YTD | +225.4% | +27.2% | +198.2% | +190.5% |
| 1Y | +137.3% | +26.1% | +111.2% | +112.2% |
| All | +148.7% | +70.9% | +77.8% | +97.4% |
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 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