+216.5%
AZN vs EXR
+151.8%
+64.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.1% |
| 7D | -1.6% | -1.2% | -0.4% | -1.3% |
| 30D | +1.1% | -6.2% | +7.3% | +2.6% |
| 3M | -12.1% | -7.4% | -4.7% | -10.6% |
| 6M | -17.1% | -0.5% | -16.6% | -17.1% |
| YTD | -12.0% | +8.1% | -20.1% | -13.7% |
| 1Y | -0.2% | -2.9% | +2.6% | +0.1% |
| 3Y | +26.8% | +22.9% | +3.8% | +19.4% |
| 5Y | +56.9% | -10.2% | +67.0% | +55.7% |
| All | +216.5% | +151.8% | +64.7% | +141.8% |
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