-14.0%
ABT vs EXR
+25.3%
-39.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.6% |
| 3M | -1.9% | +7.3% | -9.2% | -4.5% |
| 6M | +31.2% | +13.8% | +17.3% | +25.1% |
| YTD | -11.2% | +25.9% | -37.2% | -20.1% |
| 1Y | -14.0% | +25.8% | -39.8% | -22.6% |
| All | -14.0% | +25.3% | -39.2% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling