+704.6%
AZN vs EXR
+2,660.5%
-1,955.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -1.5% | -0.7% | -0.8% | -1.3% |
| 30D | -0.9% | -6.9% | +6.1% | +0.9% |
| 3M | -11.8% | -3.0% | -8.9% | -11.2% |
| 6M | -17.6% | -2.9% | -14.7% | -17.1% |
| YTD | -12.0% | +9.3% | -21.3% | -14.2% |
| 1Y | -0.9% | -0.9% | +0.1% | -1.0% |
| 3Y | +23.7% | +24.7% | -1.0% | +15.0% |
| 5Y | +54.5% | -11.7% | +66.2% | +53.4% |
| 10Y | +218.2% | +148.4% | +69.8% | +134.5% |
| All | +704.6% | +2,660.5% | -1,955.9% | +197.9% |
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