+837.3%
ABT vs EXR
+2,662.2%
-1,825.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -3.7% | -2.6% | -1.1% | -3.1% |
| 30D | +2.5% | -7.2% | +9.7% | +4.1% |
| 3M | +20.2% | -3.5% | +23.7% | +21.2% |
| 6M | -2.9% | -5.3% | +2.4% | -1.8% |
| YTD | -11.9% | +9.4% | -21.3% | -13.7% |
| 1Y | -16.5% | +1.3% | -17.9% | -17.0% |
| 3Y | +12.1% | +22.4% | -10.3% | +5.8% |
| 5Y | -7.4% | -12.2% | +4.8% | -7.3% |
| 10Y | +210.7% | +148.6% | +62.1% | +150.2% |
| All | +837.3% | +2,662.2% | -1,825.0% | +388.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling