-30.9%
ALK vs EXR
-1.8%
-29.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -1.2% | -0.4% | -0.7% | -1.0% |
| 30D | +7.7% | +18.2% | -10.5% | +0.4% |
| 3M | -19.0% | +7.3% | -26.3% | -21.3% |
| 6M | -0.2% | +13.8% | -14.0% | -5.5% |
| YTD | -23.5% | +25.9% | -49.4% | -30.3% |
| 1Y | -9.1% | +25.8% | -34.9% | -17.2% |
| 3Y | +12.0% | +53.7% | -41.7% | -7.1% |
| All | -30.9% | -1.8% | -29.1% | -39.7% |
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