+1,008.5%
APD vs EXR
+3,113.6%
-2,105.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.4% | -2.7% |
| 7D | -0.7% | +6.8% | -7.5% | -3.0% |
| 30D | +10.1% | +19.6% | -9.5% | +3.5% |
| 3M | +4.9% | +8.0% | -3.1% | +2.0% |
| 6M | +2.5% | +17.2% | -14.7% | -3.4% |
| YTD | +27.8% | +27.2% | +0.6% | +16.6% |
| 1Y | +32.9% | +26.1% | +6.8% | +21.6% |
| 3Y | +13.4% | +70.7% | -57.3% | -8.4% |
| 5Y | +12.8% | +1.0% | +11.9% | +7.0% |
| 10Y | +194.6% | +227.1% | -32.5% | +76.9% |
| All | +1,008.5% | +3,113.6% | -2,105.1% | +173.2% |
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