+103.0%
ADM vs EXR
+213.4%
-110.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -9.0% | +5.2% | -14.2% | -10.3% |
| 30D | -14.0% | +20.9% | -34.9% | -18.4% |
| 3M | -9.2% | +7.7% | -16.9% | -11.1% |
| 6M | -9.2% | +13.2% | -22.3% | -12.6% |
| YTD | +24.2% | +26.5% | -2.3% | +15.4% |
| 1Y | +27.0% | +27.2% | -0.2% | +17.8% |
| 3Y | +6.6% | +71.5% | -64.9% | -11.5% |
| 5Y | +25.0% | +0.4% | +24.6% | +19.6% |
| All | +103.0% | +213.4% | -110.3% | +34.8% |
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 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