+95.5%
AMD vs EXR
+28.1%
+67.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +2.3% |
| 7D | -15.5% | +11.3% | -26.8% | -11.7% |
| 30D | -22.6% | +21.2% | -43.8% | -16.7% |
| 3M | -5.7% | +8.7% | -14.5% | -1.7% |
| 6M | +43.1% | +18.2% | +24.9% | +48.9% |
| YTD | +128.2% | +27.9% | +100.3% | +150.4% |
| 1Y | +95.5% | +28.3% | +67.1% | +113.9% |
| All | +95.5% | +28.1% | +67.4% | +113.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling