+154.8%
APA vs EXR
-11.8%
+166.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.9% |
| 7D | +0.5% | -2.6% | +3.1% | +1.2% |
| 30D | +23.4% | -7.2% | +30.6% | +25.8% |
| 3M | +12.7% | -3.5% | +16.2% | +13.5% |
| 6M | +39.4% | -5.3% | +44.7% | +40.5% |
| YTD | +79.0% | +9.4% | +69.6% | +72.0% |
| 1Y | +88.8% | +1.3% | +87.5% | +85.7% |
| 3Y | +6.4% | +22.4% | -16.1% | -3.5% |
| All | +154.8% | -11.8% | +166.6% | +147.8% |
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