+242.5%
AMKR vs EXR
+216.3%
+26.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +10.0% | -0.4% | +10.5% | +10.2% |
| 30D | -19.4% | +18.2% | -37.6% | -24.0% |
| 3M | -37.4% | +7.3% | -44.7% | -39.1% |
| 6M | -51.5% | +13.8% | -65.3% | -54.3% |
| YTD | -8.1% | +25.9% | -34.0% | -16.9% |
| 1Y | +13.8% | +25.8% | -12.0% | +3.0% |
| 3Y | +59.4% | +53.7% | +5.7% | +33.2% |
| 5Y | +65.9% | -1.8% | +67.6% | +58.0% |
| All | +242.5% | +216.3% | +26.2% | +147.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling