+2,024.0%
AMP vs EXR
+2,335.0%
-311.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.0% |
| 7D | +3.9% | -0.4% | +4.4% | +4.2% |
| 30D | +5.1% | +18.2% | -13.1% | -5.2% |
| 3M | -8.7% | +7.3% | -16.0% | -12.6% |
| 6M | +11.4% | +13.8% | -2.4% | +2.3% |
| YTD | +7.3% | +25.9% | -18.6% | -8.4% |
| 1Y | +14.6% | +25.8% | -11.2% | -2.2% |
| 3Y | +61.2% | +53.7% | +7.5% | +13.8% |
| 5Y | +81.0% | -1.8% | +82.8% | +62.5% |
| 10Y | +468.0% | +214.5% | +253.5% | +112.7% |
| All | +2,024.0% | +2,335.0% | -311.0% | +45.3% |
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