-71.3%
AMC vs EXR
+69.9%
-141.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +2.6% | +5.2% | -2.6% | +1.1% |
| 30D | +9.0% | +20.9% | -11.8% | +2.8% |
| 3M | +22.2% | +7.7% | +14.5% | +19.5% |
| 6M | +91.5% | +13.2% | +78.3% | +84.1% |
| YTD | +101.3% | +26.5% | +74.8% | +88.0% |
| 1Y | +20.8% | +27.2% | -6.4% | +12.6% |
| 3Y | -71.3% | +71.5% | -142.9% | -77.3% |
| All | -71.3% | +69.9% | -141.2% | -77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling