+117.1%
AMAT vs EXR
-1.5%
+118.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.6% | -13.0% | -13.4% |
| 7D | -24.3% | +6.8% | -31.1% | -26.0% |
| 30D | -39.8% | +19.6% | -59.4% | -43.5% |
| 3M | -40.2% | +8.0% | -48.2% | -41.9% |
| 6M | -22.1% | +17.2% | -39.3% | -27.4% |
| YTD | +24.7% | +27.2% | -2.5% | +12.1% |
| 1Y | +33.3% | +26.1% | +7.2% | +20.1% |
| 3Y | +133.9% | +70.7% | +63.2% | +71.9% |
| 5Y | +117.1% | +1.0% | +116.1% | +103.4% |
| All | +117.1% | -1.5% | +118.6% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling