-0.9%
APA vs EXR
+215.3%
-216.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -8.7% | +2.7% | -11.4% | -9.6% |
| 30D | -2.4% | +18.9% | -21.4% | -7.8% |
| 3M | +19.0% | +8.4% | +10.6% | +15.7% |
| 6M | +26.8% | +14.3% | +12.5% | +20.8% |
| YTD | +87.3% | +27.2% | +60.1% | +70.6% |
| 1Y | +92.3% | +25.9% | +66.4% | +75.7% |
| 3Y | +37.3% | +54.6% | -17.4% | +13.9% |
| 5Y | +73.2% | -0.6% | +73.8% | +65.5% |
| 10Y | -0.9% | +208.5% | -209.4% | -29.3% |
| All | -0.9% | +215.3% | -216.1% | -29.3% |
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 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