+1,587.5%
AMAT vs EXR
+148.5%
+1,439.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.7% |
| 7D | -1.5% | -2.6% | +1.1% | -0.7% |
| 30D | -14.8% | -7.2% | -7.6% | -12.7% |
| 3M | -9.3% | -3.5% | -5.8% | -8.9% |
| 6M | +27.4% | -5.3% | +32.7% | +28.5% |
| YTD | +77.6% | +9.4% | +68.2% | +70.2% |
| 1Y | +188.9% | +1.3% | +187.6% | +183.5% |
| 3Y | +202.3% | +22.4% | +179.9% | +169.2% |
| 5Y | +248.9% | -12.2% | +261.1% | +247.1% |
| All | +1,587.5% | +148.5% | +1,439.0% | +1,165.6% |
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