+218.1%
AMGN vs EXR
+151.1%
+67.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.1% | -10.0% | -10.1% |
| 7D | -10.3% | -0.7% | -9.6% | -10.1% |
| 30D | -3.8% | -6.9% | +3.2% | -2.1% |
| 3M | +14.4% | -3.0% | +17.4% | +15.2% |
| 6M | +7.8% | -2.9% | +10.8% | +8.5% |
| YTD | +22.6% | +9.3% | +13.3% | +20.0% |
| 1Y | +44.2% | -0.9% | +45.2% | +44.1% |
| 3Y | +65.8% | +24.7% | +41.1% | +56.7% |
| 5Y | +108.0% | -11.7% | +119.7% | +107.4% |
| All | +218.1% | +151.1% | +67.0% | +168.6% |
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