-8.7%
AMCR vs EXR
-13.9%
+5.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -1.7% |
| 7D | -6.3% | -3.1% | -3.2% | -5.1% |
| 30D | -7.1% | -7.5% | +0.4% | -4.1% |
| 3M | +12.7% | -7.5% | +20.2% | +16.3% |
| 6M | +5.2% | -5.2% | +10.3% | +7.5% |
| YTD | +8.1% | +6.5% | +1.6% | +5.7% |
| 1Y | +11.7% | -2.0% | +13.8% | +12.5% |
| 3Y | +9.9% | +21.5% | -11.6% | +0.8% |
| 5Y | -8.7% | -11.5% | +2.9% | -7.0% |
| All | -8.7% | -13.9% | +5.2% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling