+291.3%
ANET vs EXR
+22.1%
+269.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | -1.3% | -3.2% | +1.9% | -1.3% |
| 30D | -4.5% | -6.9% | +2.4% | -4.6% |
| 3M | +24.5% | -7.8% | +32.3% | +24.3% |
| 6M | +35.4% | -4.9% | +40.2% | +34.6% |
| YTD | +44.2% | +7.2% | +37.1% | +42.5% |
| 1Y | +25.4% | -1.5% | +26.9% | +24.5% |
| All | +291.3% | +22.1% | +269.2% | +307.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling