+89.4%
BAM vs EXR
+17.8%
+71.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | +9.7% | +5.2% | +4.5% | +7.8% |
| 30D | +19.0% | +20.9% | -1.9% | +11.2% |
| 3M | +0.6% | +7.7% | -7.2% | -2.1% |
| 6M | +11.1% | +13.2% | -2.1% | +6.1% |
| YTD | +4.2% | +26.5% | -22.3% | -4.6% |
| 1Y | +3.3% | +27.2% | -23.9% | -5.7% |
| 3Y | +88.8% | +71.5% | +17.2% | +52.8% |
| All | +89.4% | +17.8% | +71.6% | +72.1% |
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