+185.4%
ARM vs EXR
+45.0%
+140.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.3% |
| 7D | -10.4% | +1.7% | -12.1% | -10.9% |
| 30D | -31.8% | +18.0% | -49.9% | -35.9% |
| 3M | -32.2% | +9.7% | -41.9% | -34.6% |
| 6M | -14.9% | +13.4% | -28.3% | -20.1% |
| YTD | +66.0% | +26.3% | +39.7% | +47.4% |
| 1Y | +17.2% | +27.6% | -10.3% | +3.3% |
| 3Y | +247.2% | +52.2% | +195.0% | +183.7% |
| All | +185.4% | +45.0% | +140.4% | +136.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling