+269.3%
APLD vs EXR
-9.7%
+279.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.3% |
| 7D | +7.8% | -1.1% | +9.0% | +8.4% |
| 30D | -23.0% | +18.8% | -41.7% | -28.9% |
| 3M | -39.7% | +9.9% | -49.6% | -42.4% |
| 6M | -59.8% | +12.6% | -72.5% | -62.5% |
| YTD | -27.0% | +26.5% | -53.5% | -35.4% |
| 1Y | -37.3% | +24.5% | -61.8% | -44.4% |
| 3Y | +281.9% | +52.4% | +229.5% | +178.6% |
| All | +269.3% | -9.7% | +279.0% | +265.6% |
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 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