+323.2%
AMGN vs EXR
+217.4%
+105.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -2.2% | -1.1% | -1.0% | -1.9% |
| 30D | +12.1% | +18.8% | -6.7% | +7.6% |
| 3M | +13.6% | +9.9% | +3.7% | +11.0% |
| 6M | +43.9% | +12.6% | +31.3% | +39.7% |
| YTD | +45.9% | +26.5% | +19.4% | +37.7% |
| 1Y | +42.1% | +24.5% | +17.7% | +34.6% |
| 3Y | +91.6% | +52.4% | +39.2% | +72.5% |
| 5Y | +158.5% | -1.5% | +160.0% | +151.2% |
| 10Y | +323.2% | +216.0% | +107.3% | +236.8% |
| All | +323.2% | +217.4% | +105.8% | +236.8% |
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