-59.6%
ACHR vs EXR
+74.5%
-134.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.1% | -7.0% |
| 7D | -9.2% | -0.4% | -8.8% | -9.0% |
| 30D | -1.0% | +18.2% | -19.2% | -9.1% |
| 3M | -42.2% | +7.3% | -49.5% | -44.2% |
| 6M | -38.2% | +13.8% | -52.0% | -42.8% |
| YTD | -46.4% | +25.9% | -72.3% | -52.9% |
| 1Y | -49.4% | +25.8% | -75.2% | -55.6% |
| 3Y | -22.5% | +53.7% | -76.2% | -38.7% |
| 5Y | -29.8% | -1.8% | -28.0% | -35.2% |
| All | -59.6% | +74.5% | -134.1% | -51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling