+261.9%
AMD vs EXR
+70.9%
+191.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.6% | -16.7% | -17.2% |
| 7D | -28.6% | +6.8% | -35.4% | -29.0% |
| 30D | -37.7% | +19.6% | -57.3% | -38.9% |
| 3M | -16.1% | +8.0% | -24.1% | -16.6% |
| 6M | +13.8% | +17.2% | -3.3% | +11.0% |
| YTD | +88.8% | +27.2% | +61.6% | +80.4% |
| 1Y | +57.8% | +26.1% | +31.7% | +50.8% |
| All | +261.9% | +70.9% | +191.0% | +225.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling