-10.7%
BAM vs EXR
+0.3%
-11.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.4% | -3.4% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | -6.0% | -6.9% | +1.0% | -3.8% |
| 3M | +7.3% | -3.0% | +10.3% | +8.2% |
| 6M | +8.2% | -2.9% | +11.2% | +8.2% |
| YTD | -3.8% | +9.3% | -13.1% | -5.7% |
| 1Y | -10.7% | -0.9% | -9.8% | -12.3% |
| All | -10.7% | +0.3% | -11.1% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling