-18.0%
AMT vs EXR
-2.2%
-15.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -2.2% | -1.2% | -1.0% | -1.5% |
| 30D | +5.8% | +18.3% | -12.5% | -3.1% |
| 3M | +12.6% | +9.1% | +3.5% | +7.5% |
| 6M | +8.3% | +11.7% | -3.4% | +2.1% |
| YTD | +11.4% | +25.7% | -14.3% | -1.2% |
| 1Y | +7.7% | +24.9% | -17.2% | -4.2% |
| 3Y | +14.8% | +51.4% | -36.7% | -9.3% |
| 5Y | -18.0% | -1.9% | -16.0% | -20.4% |
| All | -18.0% | -2.2% | -15.8% | -20.4% |
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