+852.1%
AZN vs EXR
+3,114.4%
-2,262.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +1.5% | +2.7% | -1.2% | +0.8% |
| 30D | +19.0% | +18.9% | 0.0% | +13.9% |
| 3M | +17.3% | +8.4% | +9.0% | +15.0% |
| 6M | +3.6% | +14.3% | -10.7% | +0.1% |
| YTD | +4.1% | +27.2% | -23.2% | -2.3% |
| 1Y | +13.1% | +25.9% | -12.8% | +6.4% |
| 3Y | +55.8% | +54.6% | +1.1% | +37.5% |
| 5Y | +66.5% | -0.6% | +67.1% | +60.6% |
| 10Y | +329.7% | +208.5% | +121.2% | +200.1% |
| All | +852.1% | +3,114.4% | -2,262.3% | +239.3% |
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 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