+47.8%
APA vs EXR
+3,094.9%
-3,047.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.9% |
| 7D | -15.5% | +5.2% | -20.7% | -17.2% |
| 30D | +2.4% | +20.9% | -18.5% | -4.6% |
| 3M | +22.8% | +7.7% | +15.1% | +19.1% |
| 6M | +17.9% | +13.2% | +4.8% | +11.9% |
| YTD | +87.7% | +26.5% | +61.2% | +69.4% |
| 1Y | +94.2% | +27.2% | +67.0% | +74.8% |
| 3Y | +27.2% | +71.5% | -44.3% | -0.2% |
| 5Y | +74.1% | +0.4% | +73.8% | +63.9% |
| 10Y | +2.6% | +225.2% | -222.5% | -39.7% |
| All | +47.8% | +3,094.9% | -3,047.1% | -67.0% |
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