+199.0%
AMD vs EXR
-0.3%
+199.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.6% | +11.2% |
| 7D | -11.0% | +5.2% | -16.2% | -12.7% |
| 30D | -30.5% | +20.9% | -51.3% | -35.3% |
| 3M | -8.2% | +7.7% | -15.9% | -10.9% |
| 6M | +6.6% | +13.2% | -6.6% | +0.4% |
| YTD | +109.7% | +26.5% | +83.2% | +87.3% |
| 1Y | +88.9% | +27.2% | +61.7% | +67.7% |
| 3Y | +301.8% | +71.5% | +230.3% | +180.8% |
| All | +199.0% | -0.3% | +199.4% | +175.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling