+8,520.0%
AMD vs EXR
+215.7%
+8,304.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.5% | +6.0% |
| 7D | +44.7% | -1.2% | +45.9% | +45.2% |
| 30D | -3.3% | +18.3% | -21.6% | -8.3% |
| 3M | +21.2% | +9.1% | +12.1% | +17.7% |
| 6M | +30.6% | +11.7% | +18.8% | +24.8% |
| YTD | +173.3% | +25.7% | +147.6% | +150.2% |
| 1Y | +126.1% | +24.9% | +101.2% | +107.1% |
| 3Y | +393.5% | +51.4% | +342.1% | +308.5% |
| 5Y | +295.8% | -1.9% | +297.7% | +280.0% |
| All | +8,520.0% | +215.7% | +8,304.3% | +7,155.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling