-12.6%
AMRZ vs EXR
+26.0%
-38.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.3% |
| 7D | +0.2% | +1.7% | -1.5% | -0.7% |
| 30D | +16.2% | +18.0% | -1.9% | +6.3% |
| 3M | -8.9% | +9.7% | -18.6% | -13.5% |
| 6M | -20.1% | +13.4% | -33.6% | -25.8% |
| YTD | -21.3% | +26.3% | -47.6% | -30.9% |
| 1Y | -12.6% | +27.6% | -40.2% | -23.8% |
| All | -12.6% | +26.0% | -38.7% | -23.8% |
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