+1,162.1%
AMAT vs EXR
+221.5%
+940.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.4% |
| 7D | -14.7% | +5.2% | -19.9% | -16.1% |
| 30D | -36.1% | +20.9% | -57.0% | -40.0% |
| 3M | -36.9% | +7.7% | -44.6% | -38.5% |
| 6M | -22.2% | +13.2% | -35.4% | -26.1% |
| YTD | +29.9% | +26.5% | +3.4% | +18.4% |
| 1Y | +43.3% | +27.2% | +16.1% | +30.0% |
| 3Y | +142.7% | +71.5% | +71.1% | +90.8% |
| 5Y | +126.2% | +0.4% | +125.8% | +115.1% |
| All | +1,162.1% | +221.5% | +940.6% | +801.5% |
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