-12.3%
AMRZ vs EXR
+28.1%
-40.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.1% | +3.4% |
| 7D | +10.3% | +11.3% | -1.0% | +4.0% |
| 30D | +18.7% | +21.2% | -2.5% | +7.0% |
| 3M | -14.6% | +8.7% | -23.4% | -18.7% |
| 6M | -12.9% | +18.2% | -31.1% | -20.9% |
| YTD | -17.4% | +27.9% | -45.3% | -28.2% |
| 1Y | -12.3% | +28.3% | -40.6% | -24.1% |
| All | -12.3% | +28.1% | -40.4% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling