+88.0%
BAM vs EXR
+17.8%
+70.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -2.9% | -1.1% | -1.7% | -2.4% |
| 30D | +14.7% | +18.8% | -4.1% | +7.8% |
| 3M | -4.1% | +9.9% | -14.1% | -7.4% |
| 6M | +9.6% | +12.6% | -3.0% | +4.8% |
| YTD | +3.4% | +26.5% | -23.1% | -5.3% |
| 1Y | +1.0% | +24.5% | -23.5% | -7.1% |
| 3Y | +88.2% | +52.4% | +35.8% | +58.3% |
| All | +88.0% | +17.8% | +70.2% | +70.9% |
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 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