+1,993.5%
ALM vs EXR
+22.7%
+1,970.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -2.6% | -2.6% | 0.0% | -2.0% |
| 30D | +32.0% | -7.2% | +39.2% | +34.3% |
| 3M | -15.0% | -3.5% | -11.5% | -14.8% |
| 6M | -10.1% | -5.3% | -4.8% | -9.8% |
| YTD | +99.4% | +9.4% | +90.1% | +94.8% |
| 1Y | +316.4% | +1.3% | +315.0% | +312.1% |
| All | +1,993.5% | +22.7% | +1,970.8% | +2,045.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling