+810.4%
AMBA vs EXR
+688.5%
+121.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.6% | -8.9% | -9.2% |
| 7D | -14.6% | +6.8% | -21.4% | -16.8% |
| 30D | -18.8% | +19.6% | -38.4% | -24.4% |
| 3M | -32.6% | +8.0% | -40.6% | -34.8% |
| 6M | -25.8% | +17.2% | -43.0% | -31.3% |
| YTD | -22.1% | +27.2% | -49.3% | -30.4% |
| 1Y | -36.2% | +26.1% | -62.3% | -43.0% |
| 3Y | +10.0% | +70.7% | -60.7% | -14.8% |
| 5Y | -71.6% | +1.0% | -72.5% | -72.9% |
| 10Y | -4.7% | +227.1% | -231.8% | -40.2% |
| All | +810.4% | +688.5% | +121.9% | +176.2% |
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