+4,148.8%
AMD vs EXR
+2,662.2%
+1,486.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +5.2% |
| 7D | +2.6% | -2.6% | +5.1% | +3.7% |
| 30D | -0.9% | -7.2% | +6.3% | +2.4% |
| 3M | -8.7% | -3.5% | -5.2% | -8.3% |
| 6M | +136.3% | -5.3% | +141.6% | +139.6% |
| YTD | +123.0% | +9.4% | +113.6% | +110.2% |
| 1Y | +195.2% | +1.3% | +193.9% | +186.0% |
| 3Y | +336.3% | +22.4% | +313.9% | +272.6% |
| 5Y | +334.5% | -12.2% | +346.7% | +330.5% |
| 10Y | +6,259.1% | +148.6% | +6,110.5% | +3,447.3% |
| All | +4,148.8% | +2,662.2% | +1,486.6% | +656.0% |
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