+43.3%
AMAT vs EXR
+26.1%
+17.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.1% |
| 7D | -14.7% | +5.2% | -19.9% | -13.7% |
| 30D | -36.1% | +20.9% | -57.0% | -33.8% |
| 3M | -36.9% | +7.7% | -44.6% | -35.4% |
| 6M | -22.2% | +13.2% | -35.4% | -21.4% |
| YTD | +29.9% | +26.5% | +3.4% | +30.1% |
| 1Y | +43.3% | +27.2% | +16.1% | +42.8% |
| All | +43.3% | +26.1% | +17.2% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling