+234.1%
ABT vs EXR
+216.3%
+17.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.3% | -0.4% | -0.8% | -1.1% |
| 30D | +6.0% | +18.2% | -12.2% | +0.8% |
| 3M | -1.9% | +7.3% | -9.2% | -4.0% |
| 6M | +31.2% | +13.8% | +17.3% | +26.1% |
| YTD | -11.2% | +25.9% | -37.2% | -17.4% |
| 1Y | -14.0% | +25.8% | -39.8% | -19.9% |
| 3Y | +20.7% | +53.7% | -33.0% | +3.3% |
| 5Y | -6.7% | -1.8% | -4.9% | -9.3% |
| All | +234.1% | +216.3% | +17.8% | +135.8% |
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