+851.4%
ABT vs EXR
+3,095.3%
-2,243.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | -5.4% | -1.1% | -4.2% | -5.1% |
| 30D | +8.0% | +18.8% | -10.8% | +4.1% |
| 3M | +0.2% | +9.9% | -9.7% | -1.8% |
| 6M | +34.1% | +12.6% | +21.5% | +30.8% |
| YTD | -10.6% | +26.5% | -37.1% | -15.1% |
| 1Y | -11.8% | +24.5% | -36.3% | -16.0% |
| 3Y | +23.9% | +52.4% | -28.5% | +11.8% |
| 5Y | -5.1% | -1.5% | -3.6% | -7.3% |
| 10Y | +228.6% | +216.0% | +12.7% | +152.7% |
| All | +851.4% | +3,095.3% | -2,243.9% | +380.1% |
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