+651.0%
ADM vs EXR
+3,094.9%
-2,443.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -9.0% | +5.2% | -14.2% | -10.5% |
| 30D | -14.0% | +20.9% | -34.9% | -18.9% |
| 3M | -9.2% | +7.7% | -16.9% | -11.4% |
| 6M | -9.2% | +13.2% | -22.3% | -13.0% |
| YTD | +24.2% | +26.5% | -2.3% | +14.5% |
| 1Y | +27.0% | +27.2% | -0.2% | +16.8% |
| 3Y | +6.6% | +71.5% | -64.9% | -12.8% |
| 5Y | +25.0% | +0.4% | +24.6% | +18.4% |
| 10Y | +100.2% | +225.2% | -124.9% | +25.2% |
| All | +651.0% | +3,094.9% | -2,443.9% | +104.8% |
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 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