-39.1%
ALK vs EXR
+215.3%
-254.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +6.8% |
| 7D | +8.9% | +2.7% | +6.2% | +7.8% |
| 30D | +5.9% | +18.9% | -13.0% | -1.4% |
| 3M | -16.5% | +8.4% | -24.9% | -19.2% |
| 6M | +2.1% | +14.3% | -12.2% | -3.5% |
| YTD | -17.1% | +27.2% | -44.3% | -24.8% |
| 1Y | -2.9% | +25.9% | -28.8% | -11.6% |
| 3Y | +24.5% | +54.6% | -30.2% | +2.5% |
| 5Y | -29.1% | -0.6% | -28.5% | -32.6% |
| 10Y | -39.1% | +208.5% | -247.6% | -60.3% |
| All | -39.1% | +215.3% | -254.4% | -60.3% |
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