-34.5%
ADSK vs EXR
-0.7%
-33.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -2.5% | -1.2% | -1.4% | -2.4% |
| 30D | -14.9% | -6.2% | -8.7% | -14.1% |
| 3M | +3.3% | -7.4% | +10.7% | +4.2% |
| 6M | -15.7% | -0.5% | -15.1% | -15.2% |
| YTD | -28.2% | +8.1% | -36.3% | -28.2% |
| 1Y | -34.5% | -2.9% | -31.7% | -34.5% |
| All | -34.5% | -0.7% | -33.9% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling