+15.4%
AMCR vs EXR
+53.5%
-38.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | +3.6% | +18.2% | -14.6% | -4.1% |
| 3M | -4.2% | +7.3% | -11.5% | -7.4% |
| 6M | +15.5% | +13.8% | +1.7% | +8.8% |
| YTD | +9.7% | +25.9% | -16.2% | -0.9% |
| 1Y | +8.3% | +25.8% | -17.5% | -2.2% |
| 3Y | +15.4% | +53.7% | -38.4% | -4.1% |
| All | +15.4% | +53.5% | -38.2% | -4.1% |
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