-71.9%
AMC vs EXR
+70.9%
-142.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.6% | -11.9% | -12.3% |
| 7D | 0.0% | +6.8% | -6.8% | -2.0% |
| 30D | +4.4% | +19.6% | -15.2% | -1.2% |
| 3M | +15.4% | +8.0% | +7.4% | +12.7% |
| 6M | +93.7% | +17.2% | +76.6% | +84.2% |
| YTD | +97.4% | +27.2% | +70.2% | +84.1% |
| 1Y | +23.2% | +26.1% | -2.9% | +15.0% |
| All | -71.9% | +70.9% | -142.8% | -77.7% |
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