-0.1%
AMBA vs EXR
+221.5%
-221.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +6.3% |
| 7D | -7.2% | +5.2% | -12.4% | -9.1% |
| 30D | -10.4% | +20.9% | -31.3% | -16.7% |
| 3M | -30.1% | +7.7% | -37.8% | -32.2% |
| 6M | -22.4% | +13.2% | -35.6% | -27.0% |
| YTD | -17.3% | +26.5% | -43.8% | -25.8% |
| 1Y | -35.4% | +27.2% | -62.6% | -42.3% |
| 3Y | +18.6% | +71.5% | -52.9% | -7.7% |
| 5Y | -69.8% | +0.4% | -70.2% | -71.3% |
| All | -0.1% | +221.5% | -221.6% | -15.3% |
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