+14.6%
AMCR vs EXR
+151.8%
-137.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | -6.3% | -1.2% | -5.1% | -5.9% |
| 30D | -7.8% | -6.2% | -1.6% | -5.7% |
| 3M | +7.5% | -7.4% | +14.9% | +10.5% |
| 6M | +2.7% | -0.5% | +3.2% | +3.1% |
| YTD | +6.0% | +8.1% | -2.1% | +3.5% |
| 1Y | +7.8% | -2.9% | +10.7% | +8.8% |
| 3Y | +5.8% | +22.9% | -17.2% | -2.3% |
| 5Y | -11.6% | -10.2% | -1.5% | -11.4% |
| All | +14.6% | +151.8% | -137.2% | -6.9% |
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