-27.8%
ALK vs EXR
-1.3%
-26.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +12.9% | +1.7% | +11.2% | +12.2% |
| 30D | +5.5% | +18.0% | -12.5% | -1.5% |
| 3M | -12.1% | +9.7% | -21.8% | -15.4% |
| 6M | +1.7% | +13.4% | -11.7% | -3.6% |
| YTD | -17.4% | +26.3% | -43.7% | -24.9% |
| 1Y | -1.9% | +27.6% | -29.5% | -11.2% |
| 3Y | +21.2% | +52.2% | -30.9% | +0.9% |
| 5Y | -27.8% | -1.1% | -26.7% | -38.8% |
| All | -27.8% | -1.3% | -26.5% | -38.8% |
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