+6,351.7%
AMD vs EXR
+221.5%
+6,130.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.6% | +11.2% |
| 7D | -11.0% | +5.2% | -16.2% | -12.4% |
| 30D | -30.5% | +20.9% | -51.3% | -34.6% |
| 3M | -8.2% | +7.7% | -15.9% | -10.6% |
| 6M | +6.6% | +13.2% | -6.6% | +1.4% |
| YTD | +109.7% | +26.5% | +83.2% | +91.3% |
| 1Y | +88.9% | +27.2% | +61.7% | +71.6% |
| 3Y | +301.8% | +71.5% | +230.3% | +215.7% |
| 5Y | +229.4% | +0.4% | +229.0% | +214.4% |
| All | +6,351.7% | +221.5% | +6,130.2% | +4,991.7% |
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