+7,765.4%
AMD vs EXR
+216.3%
+7,549.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.2% | -8.9% | -8.8% |
| 7D | +18.9% | -0.4% | +19.4% | +19.1% |
| 30D | -6.4% | +18.2% | -24.7% | -11.2% |
| 3M | +10.6% | +7.3% | +3.2% | +7.9% |
| 6M | +19.9% | +13.8% | +6.0% | +13.9% |
| YTD | +149.4% | +25.9% | +123.4% | +128.2% |
| 1Y | +115.4% | +25.8% | +89.6% | +96.8% |
| 3Y | +357.3% | +53.7% | +303.6% | +276.4% |
| 5Y | +261.1% | -1.8% | +262.9% | +246.5% |
| All | +7,765.4% | +216.3% | +7,549.1% | +6,515.9% |
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 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