-34.8%
ALK vs EXR
-1.5%
-33.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.7% | -3.0% |
| 7D | +7.1% | +6.8% | +0.2% | +4.2% |
| 30D | -3.0% | +19.6% | -22.6% | -10.0% |
| 3M | -25.6% | +8.0% | -33.6% | -28.0% |
| 6M | +0.5% | +17.2% | -16.7% | -6.0% |
| YTD | -23.1% | +27.2% | -50.3% | -30.2% |
| 1Y | -7.5% | +26.1% | -33.6% | -15.9% |
| 3Y | +15.3% | +70.7% | -55.4% | -8.0% |
| 5Y | -34.8% | +1.0% | -35.8% | -46.4% |
| All | -34.8% | -1.5% | -33.3% | -46.4% |
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