+120.4%
AS vs EXR
+7.7%
+112.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.1% |
| 7D | -4.9% | -2.6% | -2.3% | -3.8% |
| 30D | -19.6% | -7.2% | -12.4% | -16.9% |
| 3M | -14.4% | -3.5% | -10.9% | -13.2% |
| 6M | -20.1% | -5.3% | -14.8% | -18.6% |
| YTD | -20.9% | +9.4% | -30.3% | -23.9% |
| 1Y | -21.9% | +1.3% | -23.2% | -22.7% |
| All | +120.4% | +7.7% | +112.7% | +106.5% |
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