-39.7%
ABCL vs EXR
-11.8%
-27.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | +0.7% | -2.6% | +3.3% | +2.0% |
| 30D | +93.1% | -7.2% | +100.3% | +99.7% |
| 3M | +79.4% | -3.5% | +82.9% | +80.9% |
| 6M | +214.9% | -5.3% | +220.2% | +220.7% |
| YTD | +234.2% | +9.4% | +224.9% | +216.3% |
| 1Y | +174.8% | +1.3% | +173.4% | +169.5% |
| 3Y | +104.5% | +22.4% | +82.1% | +75.6% |
| All | -39.7% | -11.8% | -27.8% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling