+316.4%
ALM vs EXR
+1.1%
+315.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -2.6% | -2.6% | 0.0% | -1.4% |
| 30D | +32.0% | -7.2% | +39.2% | +36.5% |
| 3M | -15.0% | -3.5% | -11.5% | -15.2% |
| 6M | -10.1% | -5.3% | -4.8% | -12.3% |
| YTD | +99.4% | +9.4% | +90.1% | +86.0% |
| 1Y | +316.4% | +1.3% | +315.0% | +302.3% |
| All | +316.4% | +1.1% | +315.3% | +302.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling