+100.3%
AMCR vs EXR
+809.0%
-708.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | +3.6% | +18.2% | -14.6% | -1.2% |
| 3M | -4.2% | +7.3% | -11.5% | -6.1% |
| 6M | +15.5% | +13.8% | +1.7% | +11.4% |
| YTD | +9.7% | +25.9% | -16.2% | +3.1% |
| 1Y | +8.3% | +25.8% | -17.5% | +1.7% |
| 3Y | +15.4% | +53.7% | -38.4% | +2.5% |
| 5Y | -9.1% | -1.8% | -7.4% | -11.6% |
| 10Y | +18.6% | +214.5% | -195.9% | -0.5% |
| All | +100.3% | +809.0% | -708.7% | +63.3% |
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