+1,151.1%
AMGN vs EXR
+3,081.1%
-1,930.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +1.1% | -0.4% | +1.6% | +1.2% |
| 30D | +9.3% | +18.2% | -8.9% | +5.4% |
| 3M | +12.1% | +7.3% | +4.8% | +10.3% |
| 6M | +40.3% | +13.8% | +26.4% | +36.3% |
| YTD | +45.2% | +25.9% | +19.3% | +37.8% |
| 1Y | +42.4% | +25.8% | +16.6% | +35.2% |
| 3Y | +91.0% | +53.7% | +37.3% | +72.5% |
| 5Y | +157.4% | -1.8% | +159.1% | +150.5% |
| 10Y | +321.0% | +214.5% | +106.5% | +213.2% |
| All | +1,151.1% | +3,081.1% | -1,930.0% | +444.4% |
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