+1,370.8%
AMAT vs EXR
+205.9%
+1,164.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -2.5% | +1.7% | -4.2% | -3.0% |
| 30D | -26.5% | +18.0% | -44.6% | -30.5% |
| 3M | -28.6% | +9.7% | -38.2% | -30.9% |
| 6M | -14.2% | +13.4% | -27.7% | -18.6% |
| YTD | +45.5% | +26.3% | +19.2% | +32.7% |
| 1Y | +59.3% | +27.6% | +31.8% | +44.6% |
| 3Y | +153.1% | +52.2% | +100.9% | +108.8% |
| 5Y | +158.2% | -1.1% | +159.2% | +146.5% |
| 10Y | +1,370.8% | +216.8% | +1,154.0% | +971.5% |
| All | +1,370.8% | +205.9% | +1,164.9% | +971.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling