+209.7%
ABT vs EXR
+144.7%
+65.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.5% |
| 7D | -4.7% | -3.1% | -1.7% | -3.9% |
| 30D | -3.1% | -7.5% | +4.4% | -0.9% |
| 3M | +16.1% | -7.5% | +23.6% | +18.9% |
| 6M | -5.3% | -5.2% | -0.1% | -3.9% |
| YTD | -14.4% | +6.5% | -21.0% | -16.2% |
| 1Y | -18.4% | -2.0% | -16.4% | -18.3% |
| 3Y | +11.2% | +21.5% | -10.3% | +2.4% |
| 5Y | -9.4% | -11.5% | +2.1% | -9.2% |
| 10Y | +209.7% | +148.0% | +61.8% | +134.1% |
| All | +209.7% | +144.7% | +65.0% | +134.1% |
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