+1,556.9%
AMT vs EXR
+2,662.2%
-1,105.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.5% |
| 7D | -0.2% | -2.6% | +2.3% | +0.9% |
| 30D | +4.6% | -7.2% | +11.8% | +8.2% |
| 3M | -8.4% | -3.5% | -4.9% | -7.0% |
| 6M | -6.0% | -5.3% | -0.7% | -3.8% |
| YTD | +2.1% | +9.4% | -7.2% | -1.9% |
| 1Y | -6.4% | +1.3% | -7.7% | -7.2% |
| 3Y | +8.1% | +22.4% | -14.4% | -2.9% |
| 5Y | -31.9% | -12.2% | -19.7% | -30.4% |
| 10Y | +97.1% | +148.6% | -51.5% | +27.6% |
| All | +1,556.9% | +2,662.2% | -1,105.3% | +286.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling