+100.2%
AMCR vs EXR
+689.3%
-589.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.9% |
| 6M | +1.5% | -5.3% | +6.8% | +3.1% |
| YTD | +13.1% | +9.4% | +3.8% | +10.6% |
| 1Y | +13.0% | +1.3% | +11.7% | +12.6% |
| 3Y | +6.9% | +22.4% | -15.5% | +0.8% |
| 5Y | -10.5% | -12.2% | +1.8% | -9.9% |
| 10Y | +20.9% | +148.6% | -127.7% | +5.4% |
| All | +100.2% | +689.3% | -589.1% | +69.9% |
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 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