+106.4%
AMCR vs EXR
+689.3%
-582.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -1.9% | -2.6% | +0.7% | -1.1% |
| 30D | -4.1% | -7.2% | +3.1% | -2.0% |
| 3M | +21.7% | -3.5% | +25.2% | +23.0% |
| 6M | +1.5% | -5.3% | +6.8% | +3.1% |
| YTD | +13.1% | +9.4% | +3.8% | +10.6% |
| 1Y | +16.5% | +1.3% | +15.2% | +16.1% |
| 3Y | +10.3% | +22.4% | -12.2% | +3.9% |
| 5Y | -7.7% | -12.2% | +4.6% | -7.1% |
| 10Y | +24.6% | +148.6% | -123.9% | +8.7% |
| All | +106.4% | +689.3% | -582.8% | +75.2% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling