+95.0%
AMT vs EXR
+147.0%
-52.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -0.2% | -0.7% | +0.5% | +0.2% |
| 30D | +1.8% | -6.9% | +8.8% | +5.9% |
| 3M | -6.2% | -3.0% | -3.2% | -4.7% |
| 6M | -5.0% | -2.9% | -2.0% | -3.6% |
| YTD | +2.1% | +9.3% | -7.2% | -2.7% |
| 1Y | -5.7% | -0.9% | -4.8% | -5.7% |
| 3Y | +7.9% | +24.7% | -16.8% | -6.6% |
| 5Y | -32.3% | -11.7% | -20.6% | -31.1% |
| 10Y | +95.0% | +148.4% | -53.4% | +21.8% |
| All | +95.0% | +147.0% | -52.0% | +21.8% |
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 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