+64.2%
ADM vs EXR
-11.8%
+76.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +3.8% | -2.6% | +6.3% | +4.4% |
| 30D | +9.8% | -7.2% | +16.9% | +11.5% |
| 3M | +2.1% | -3.5% | +5.6% | +2.7% |
| 6M | +27.5% | -5.3% | +32.8% | +28.6% |
| YTD | +50.2% | +9.4% | +40.9% | +46.1% |
| 1Y | +40.6% | +1.3% | +39.3% | +39.1% |
| 3Y | +17.2% | +22.4% | -5.2% | +9.4% |
| All | +64.2% | -11.8% | +76.0% | +67.5% |
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