-7.5%
ABT vs EXR
-10.8%
+3.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -3.7% | -2.6% | -1.1% | -3.0% |
| 30D | +2.5% | -7.2% | +9.7% | +4.7% |
| 3M | +20.2% | -3.5% | +23.7% | +21.5% |
| 6M | -2.9% | -5.3% | +2.4% | -1.5% |
| YTD | -11.9% | +9.4% | -21.3% | -14.3% |
| 1Y | -16.5% | +1.3% | -17.9% | -17.2% |
| 3Y | +12.1% | +22.4% | -10.3% | +3.7% |
| All | -7.5% | -10.8% | +3.3% | -4.8% |
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 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