+45.8%
AMZN vs EXR
-10.8%
+56.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | -6.4% | -6.9% | +0.6% | -4.4% |
| 3M | +4.8% | -3.0% | +7.8% | +5.4% |
| 6M | +20.5% | -2.9% | +23.5% | +21.1% |
| YTD | +11.3% | +9.3% | +2.0% | +7.8% |
| 1Y | +9.0% | -0.9% | +9.9% | +8.4% |
| 3Y | +85.9% | +24.7% | +61.2% | +62.2% |
| 5Y | +45.8% | -11.7% | +57.5% | +49.7% |
| All | +45.8% | -10.8% | +56.6% | +49.7% |
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 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