-42.7%
ALK vs EXR
+221.5%
-264.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | +9.0% | +5.2% | +3.8% | +6.9% |
| 30D | -1.6% | +20.9% | -22.5% | -9.1% |
| 3M | -23.2% | +7.7% | -30.9% | -25.5% |
| 6M | -3.9% | +13.2% | -17.1% | -8.7% |
| YTD | -22.6% | +26.5% | -49.1% | -29.6% |
| 1Y | -5.3% | +27.2% | -32.5% | -14.1% |
| 3Y | +18.6% | +71.5% | -53.0% | -6.4% |
| 5Y | -34.4% | +0.4% | -34.8% | -37.9% |
| All | -42.7% | +221.5% | -264.2% | -63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling