-31.3%
AMT vs EXR
-11.8%
-19.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.4% |
| 7D | -0.2% | -2.6% | +2.3% | +1.1% |
| 30D | +4.6% | -7.2% | +11.8% | +8.7% |
| 3M | -8.4% | -3.5% | -4.9% | -6.8% |
| 6M | -6.0% | -5.3% | -0.7% | -3.5% |
| YTD | +2.1% | +9.4% | -7.2% | -2.4% |
| 1Y | -6.4% | +1.3% | -7.7% | -7.3% |
| 3Y | +8.1% | +22.4% | -14.4% | -4.3% |
| All | -31.3% | -11.8% | -19.5% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling