+81.0%
BAM vs EXR
+1.9%
+79.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | -2.0% | -2.6% | +0.6% | -1.1% |
| 30D | -2.9% | -7.2% | +4.3% | -0.3% |
| 3M | +9.4% | -3.5% | +12.9% | +10.6% |
| 6M | +10.8% | -5.3% | +16.0% | +12.6% |
| YTD | -0.4% | +9.4% | -9.8% | -3.9% |
| 1Y | -10.9% | +1.3% | -12.2% | -11.9% |
| 3Y | +61.3% | +22.4% | +38.8% | +46.0% |
| All | +81.0% | +1.9% | +79.2% | +73.4% |
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