+1,321.9%
AMAT vs EXR
+216.3%
+1,105.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +11.4% | -0.4% | +11.8% | +11.5% |
| 30D | -17.0% | +18.2% | -35.3% | -21.6% |
| 3M | -30.6% | +7.3% | -38.0% | -32.4% |
| 6M | -14.9% | +13.8% | -28.8% | -19.4% |
| YTD | +44.7% | +25.9% | +18.8% | +32.1% |
| 1Y | +66.9% | +25.8% | +41.1% | +52.3% |
| 3Y | +153.3% | +53.7% | +99.6% | +108.2% |
| 5Y | +146.2% | -1.8% | +148.0% | +135.6% |
| All | +1,321.9% | +216.3% | +1,105.6% | +943.0% |
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