+1,157.6%
AMGN vs EXR
+3,095.3%
-1,937.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.0% |
| 3M | +13.6% | +9.9% | +3.7% | +11.3% |
| 6M | +43.9% | +12.6% | +31.3% | +40.1% |
| YTD | +45.9% | +26.5% | +19.4% | +38.4% |
| 1Y | +42.1% | +24.5% | +17.7% | +35.3% |
| 3Y | +91.6% | +52.4% | +39.2% | +73.3% |
| 5Y | +158.5% | -1.5% | +160.0% | +151.5% |
| 10Y | +323.2% | +216.0% | +107.3% | +214.5% |
| All | +1,157.6% | +3,095.3% | -1,937.7% | +446.7% |
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