-98.1%
AMC vs EXR
+437.3%
-535.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.6% | +4.7% |
| 7D | +2.3% | -2.6% | +4.9% | +3.2% |
| 30D | -0.7% | -7.2% | +6.4% | +1.8% |
| 3M | +35.2% | -3.5% | +38.7% | +36.9% |
| 6M | +124.6% | -5.3% | +129.9% | +128.7% |
| YTD | +69.9% | +9.4% | +60.5% | +64.9% |
| 1Y | -2.6% | +1.3% | -3.9% | -3.3% |
| 3Y | -79.8% | +22.4% | -102.2% | -81.5% |
| 5Y | -99.4% | -12.2% | -87.2% | -99.4% |
| 10Y | -98.9% | +148.6% | -247.5% | -99.1% |
| All | -98.1% | +437.3% | -535.4% | -98.6% |
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