-69.4%
AMBA vs EXR
-0.5%
-69.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.7% | +5.0% |
| 7D | 0.0% | +2.7% | -2.7% | -1.4% |
| 30D | -8.6% | +18.9% | -27.5% | -16.5% |
| 3M | -29.0% | +8.4% | -37.3% | -32.0% |
| 6M | -19.2% | +14.3% | -33.5% | -26.0% |
| YTD | -13.0% | +27.2% | -40.2% | -25.4% |
| 1Y | -31.3% | +25.9% | -57.2% | -40.9% |
| 3Y | +28.1% | +54.6% | -26.5% | -8.4% |
| 5Y | -69.4% | -0.6% | -68.8% | -71.3% |
| All | -69.4% | -0.5% | -69.0% | -71.3% |
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 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