+84.3%
BAM vs EXR
+17.3%
+67.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.7% | -0.4% | -2.2% | -2.5% |
| 30D | +15.5% | +18.2% | -2.7% | +8.8% |
| 3M | -6.9% | +7.3% | -14.2% | -9.2% |
| 6M | +9.9% | +13.8% | -3.9% | +4.7% |
| YTD | +1.4% | +25.9% | -24.5% | -7.0% |
| 1Y | +3.3% | +25.8% | -22.5% | -5.3% |
| 3Y | +83.6% | +53.7% | +29.9% | +54.1% |
| All | +84.3% | +17.3% | +67.0% | +67.8% |
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