+6,406.4%
AMD vs EXR
+148.5%
+6,257.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +5.1% |
| 7D | +2.6% | -2.6% | +5.1% | +3.4% |
| 30D | -0.9% | -7.2% | +6.3% | +1.4% |
| 3M | -8.7% | -3.5% | -5.2% | -8.5% |
| 6M | +136.3% | -5.3% | +141.6% | +138.5% |
| YTD | +123.0% | +9.4% | +113.6% | +113.3% |
| 1Y | +195.2% | +1.3% | +193.9% | +188.4% |
| 3Y | +336.3% | +22.4% | +313.9% | +285.9% |
| 5Y | +334.5% | -12.2% | +346.7% | +333.5% |
| All | +6,406.4% | +148.5% | +6,257.9% | +5,057.2% |
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