-24.5%
ADSK vs EXR
-10.8%
-13.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -2.5% | -1.2% | -1.4% | -2.0% |
| 30D | -14.9% | -6.2% | -8.7% | -12.5% |
| 3M | +3.3% | -7.4% | +10.7% | +6.9% |
| 6M | -15.7% | -0.5% | -15.1% | -15.8% |
| YTD | -28.2% | +8.1% | -36.3% | -31.3% |
| 1Y | -34.5% | -2.9% | -31.7% | -34.4% |
| 3Y | -2.9% | +22.9% | -25.8% | -17.2% |
| All | -24.5% | -10.8% | -13.6% | -23.6% |
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