+1,074.7%
AMGN vs EXR
+2,662.2%
-1,587.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.3% |
| 7D | +1.1% | -2.6% | +3.7% | +1.7% |
| 30D | +7.8% | -7.2% | +15.0% | +9.6% |
| 3M | +27.3% | -3.5% | +30.8% | +28.2% |
| 6M | +16.8% | -5.3% | +22.1% | +18.1% |
| YTD | +36.3% | +9.4% | +27.0% | +33.5% |
| 1Y | +60.4% | +1.3% | +59.1% | +59.6% |
| 3Y | +86.3% | +22.4% | +63.9% | +76.5% |
| 5Y | +125.7% | -12.2% | +137.9% | +125.0% |
| 10Y | +247.0% | +148.6% | +98.5% | +171.0% |
| All | +1,074.7% | +2,662.2% | -1,587.6% | +427.4% |
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