+818.9%
ALK vs EXR
+2,662.2%
-1,843.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.8% | +2.2% |
| 7D | -0.7% | -2.6% | +1.9% | +0.7% |
| 30D | -19.2% | -7.2% | -12.0% | -16.1% |
| 3M | -1.5% | -3.5% | +2.0% | +0.1% |
| 6M | -13.1% | -5.3% | -7.8% | -10.3% |
| YTD | -16.4% | +9.4% | -25.8% | -20.2% |
| 1Y | -33.1% | +1.3% | -34.4% | -33.6% |
| 3Y | +0.6% | +22.4% | -21.8% | -12.1% |
| 5Y | -26.4% | -12.2% | -14.2% | -27.0% |
| 10Y | -34.2% | +148.6% | -182.7% | -65.0% |
| All | +818.9% | +2,662.2% | -1,843.3% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling