+44.3%
AMGN vs EXR
-0.3%
+44.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.1% | -10.0% | -10.1% |
| 7D | -10.3% | -0.7% | -9.6% | -10.0% |
| 30D | -3.8% | -6.9% | +3.2% | -1.0% |
| 3M | +14.4% | -3.0% | +17.4% | +15.7% |
| 6M | +7.8% | -2.9% | +10.8% | +8.7% |
| YTD | +22.6% | +9.3% | +13.3% | +18.4% |
| All | +44.3% | -0.3% | +44.6% | +39.5% |
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