+42.1%
AMGN vs EXR
+26.8%
+15.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -2.2% | -1.1% | -1.0% | -1.7% |
| 30D | +12.1% | +18.8% | -6.7% | +5.0% |
| 3M | +13.6% | +9.9% | +3.7% | +9.7% |
| 6M | +43.9% | +12.6% | +31.3% | +37.4% |
| YTD | +45.9% | +26.5% | +19.4% | +31.4% |
| 1Y | +42.1% | +24.5% | +17.7% | +29.3% |
| All | +42.1% | +26.8% | +15.4% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling