+11.5%
ABT vs EXR
+23.6%
-12.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -3.1% | -0.7% | -2.4% | -3.0% |
| 30D | -2.1% | -6.9% | +4.8% | -0.4% |
| 3M | +17.4% | -3.0% | +20.4% | +18.4% |
| 6M | -2.4% | -2.9% | +0.6% | -1.7% |
| YTD | -14.2% | +9.3% | -23.5% | -15.9% |
| 1Y | -18.3% | -0.9% | -17.4% | -18.4% |
| 3Y | +11.5% | +24.7% | -13.2% | +8.0% |
| All | +11.5% | +23.6% | -12.1% | +8.0% |
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