+48.1%
APA vs EXR
+53.5%
-5.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +8.5% | -0.4% | +9.0% | +8.6% |
| 30D | +2.8% | +18.2% | -15.4% | -0.7% |
| 3M | +21.7% | +7.3% | +14.4% | +19.8% |
| 6M | +32.6% | +13.8% | +18.8% | +28.6% |
| YTD | +103.7% | +25.9% | +77.8% | +90.3% |
| 1Y | +101.8% | +25.8% | +76.0% | +88.6% |
| 3Y | +48.1% | +53.7% | -5.7% | +24.6% |
| All | +48.1% | +53.5% | -5.5% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling