-42.0%
ALK vs EXR
+217.4%
-259.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +2.6% | -1.1% | +3.7% | +3.1% |
| 30D | +7.8% | +18.8% | -11.0% | +0.4% |
| 3M | -15.2% | +9.9% | -25.1% | -18.5% |
| 6M | +5.0% | +12.6% | -7.6% | -0.1% |
| YTD | -18.4% | +26.5% | -44.9% | -25.9% |
| 1Y | -2.4% | +24.5% | -26.9% | -10.7% |
| 3Y | +19.8% | +52.4% | -32.7% | -1.0% |
| 5Y | -27.8% | -1.5% | -26.2% | -31.1% |
| 10Y | -42.0% | +216.0% | -257.9% | -63.3% |
| All | -42.0% | +217.4% | -259.4% | -63.3% |
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