-19.0%
ADSK vs EXR
-1.8%
-17.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.0% | -0.4% | +1.5% | +1.2% |
| 30D | +14.4% | +18.2% | -3.8% | +6.5% |
| 3M | +2.5% | +7.3% | -4.8% | -0.5% |
| 6M | +14.5% | +13.8% | +0.6% | +8.2% |
| YTD | -10.7% | +25.9% | -36.6% | -20.0% |
| 1Y | -11.0% | +25.8% | -36.8% | -20.3% |
| 3Y | +25.9% | +53.7% | -27.9% | -3.6% |
| All | -19.0% | -1.8% | -17.2% | -21.4% |
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