+3,497.9%
AMD vs EXR
+3,113.6%
+384.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.6% | -16.7% | -17.0% |
| 7D | -28.6% | +6.8% | -35.4% | -30.8% |
| 30D | -37.7% | +19.6% | -57.3% | -42.8% |
| 3M | -16.1% | +8.0% | -24.1% | -19.5% |
| 6M | +13.8% | +17.2% | -3.3% | +4.4% |
| YTD | +88.8% | +27.2% | +61.6% | +65.4% |
| 1Y | +57.8% | +26.1% | +31.7% | +38.3% |
| 3Y | +260.3% | +70.7% | +189.6% | +162.4% |
| 5Y | +196.6% | +1.0% | +195.6% | +175.4% |
| 10Y | +6,064.6% | +227.1% | +5,837.6% | +2,905.4% |
| All | +3,497.9% | +3,113.6% | +384.3% | +494.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling