+2,149.1%
AMP vs EXR
+1,959.4%
+189.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | +0.7% |
| 7D | 0.0% | -3.1% | +3.1% | +1.9% |
| 30D | -1.0% | -7.5% | +6.5% | +3.9% |
| 3M | +23.2% | -7.5% | +30.8% | +28.9% |
| 6M | +20.4% | -5.2% | +25.6% | +23.2% |
| YTD | +13.6% | +6.5% | +7.1% | +7.6% |
| 1Y | +13.4% | -2.0% | +15.4% | +12.7% |
| 3Y | +66.5% | +21.5% | +45.0% | +35.3% |
| 5Y | +120.2% | -11.5% | +131.7% | +109.1% |
| 10Y | +576.5% | +148.0% | +428.5% | +192.0% |
| All | +2,149.1% | +1,959.4% | +189.6% | +70.6% |
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 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