-17.0%
AMRZ vs EXR
+15.7%
-32.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.1% |
| 7D | +2.5% | +6.8% | -4.3% | -0.4% |
| 30D | +14.4% | +19.6% | -5.2% | +5.9% |
| 3M | -19.2% | +8.0% | -27.1% | -22.0% |
| 6M | -19.7% | +17.2% | -36.9% | -25.2% |
| YTD | -20.2% | +27.2% | -47.4% | -27.7% |
| 1Y | -15.1% | +26.1% | -41.1% | -23.0% |
| All | -17.0% | +15.7% | -32.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling