-71.6%
AMBA vs EXR
-1.5%
-70.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.6% | -8.9% | -9.2% |
| 7D | -14.6% | +6.8% | -21.4% | -17.4% |
| 30D | -18.8% | +19.6% | -38.4% | -26.0% |
| 3M | -32.6% | +8.0% | -40.6% | -35.4% |
| 6M | -25.8% | +17.2% | -43.0% | -33.0% |
| YTD | -22.1% | +27.2% | -49.3% | -33.3% |
| 1Y | -36.2% | +26.1% | -62.3% | -45.3% |
| 3Y | +10.0% | +70.7% | -60.7% | -26.9% |
| 5Y | -71.6% | +1.0% | -72.5% | -73.4% |
| All | -71.6% | -1.5% | -70.0% | -73.4% |
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