+123.2%
AMP vs EXR
-11.2%
+134.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -2.0% | -3.2% | +1.2% | -1.0% |
| 30D | -1.7% | -6.9% | +5.2% | +0.5% |
| 3M | +23.2% | -7.8% | +31.0% | +26.2% |
| 6M | +22.2% | -4.9% | +27.0% | +23.6% |
| YTD | +14.0% | +7.2% | +6.8% | +10.7% |
| 1Y | +14.0% | -1.5% | +15.5% | +13.6% |
| 3Y | +67.0% | +22.3% | +44.7% | +48.6% |
| 5Y | +123.2% | -10.9% | +134.2% | +123.9% |
| All | +123.2% | -11.2% | +134.4% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling