+124.5%
AMT vs EXR
+215.3%
-90.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +0.4% | +2.7% | -2.3% | -1.0% |
| 30D | +3.7% | +18.9% | -15.2% | -5.6% |
| 3M | +10.7% | +8.4% | +2.4% | +5.9% |
| 6M | +9.3% | +14.3% | -5.1% | +1.5% |
| YTD | +10.9% | +27.2% | -16.3% | -2.8% |
| 1Y | +10.5% | +25.9% | -15.4% | -2.7% |
| 3Y | +15.5% | +54.6% | -39.1% | -10.9% |
| 5Y | -20.6% | -0.6% | -20.0% | -23.9% |
| 10Y | +124.5% | +208.5% | -84.0% | +22.7% |
| All | +124.5% | +215.3% | -90.7% | +22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling