+2,727.9%
AMAT vs EXR
+3,113.6%
-385.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.6% | -13.0% | -13.4% |
| 7D | -24.3% | +6.8% | -31.1% | -26.3% |
| 30D | -39.8% | +19.6% | -59.4% | -44.0% |
| 3M | -40.2% | +8.0% | -48.2% | -42.2% |
| 6M | -22.1% | +17.2% | -39.3% | -27.7% |
| YTD | +24.7% | +27.2% | -2.5% | +11.8% |
| 1Y | +33.3% | +26.1% | +7.2% | +19.7% |
| 3Y | +133.9% | +70.7% | +63.2% | +80.6% |
| 5Y | +117.1% | +1.0% | +116.1% | +104.2% |
| 10Y | +1,158.7% | +227.1% | +931.6% | +606.4% |
| All | +2,727.9% | +3,113.6% | -385.6% | +510.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling