+56.4%
AZN vs EXR
-11.2%
+67.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -3.1% | -3.2% | +0.1% | -2.4% |
| 30D | +0.6% | -6.9% | +7.5% | +2.2% |
| 3M | -10.8% | -7.8% | -3.0% | -9.2% |
| 6M | -18.1% | -4.9% | -13.3% | -17.3% |
| YTD | -12.3% | +7.2% | -19.4% | -13.7% |
| 1Y | -0.2% | -1.5% | +1.3% | -0.2% |
| 3Y | +23.4% | +22.3% | +1.1% | +17.5% |
| 5Y | +56.4% | -10.9% | +67.3% | +60.8% |
| All | +56.4% | -11.2% | +67.6% | +60.8% |
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 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