+569.3%
AMP vs EXR
+151.8%
+417.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.4% |
| 7D | -0.5% | -1.2% | +0.6% | -0.1% |
| 30D | -1.3% | -6.2% | +4.9% | +1.2% |
| 3M | +24.2% | -7.4% | +31.6% | +27.8% |
| 6M | +24.6% | -0.5% | +25.1% | +24.1% |
| YTD | +14.8% | +8.1% | +6.7% | +10.3% |
| 1Y | +12.8% | -2.9% | +15.7% | +13.0% |
| 3Y | +69.0% | +22.9% | +46.0% | +47.0% |
| 5Y | +124.9% | -10.2% | +135.0% | +119.8% |
| All | +569.3% | +151.8% | +417.5% | +351.6% |
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