-98.7%
AMC vs EXR
+221.5%
-320.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.2% |
| 7D | +2.6% | +5.2% | -2.6% | +0.9% |
| 30D | +9.0% | +20.9% | -11.8% | +2.0% |
| 3M | +22.2% | +7.7% | +14.5% | +19.0% |
| 6M | +91.5% | +13.2% | +78.3% | +82.9% |
| YTD | +101.3% | +26.5% | +74.8% | +85.3% |
| 1Y | +20.8% | +27.2% | -6.4% | +10.8% |
| 3Y | -71.3% | +71.5% | -142.9% | -77.0% |
| 5Y | -99.2% | +0.4% | -99.6% | -99.3% |
| All | -98.7% | +221.5% | -320.2% | -98.8% |
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