+243.9%
APLD vs EXR
-9.8%
+253.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | +0.1% |
| 7D | -6.3% | +1.7% | -8.1% | -7.1% |
| 30D | -29.6% | +18.0% | -47.6% | -34.9% |
| 3M | -42.6% | +9.7% | -52.3% | -45.2% |
| 6M | -59.6% | +13.4% | -73.0% | -62.4% |
| YTD | -32.0% | +26.3% | -58.3% | -39.8% |
| 1Y | -46.9% | +27.6% | -74.5% | -53.6% |
| 3Y | +255.7% | +52.2% | +203.5% | +159.6% |
| All | +243.9% | -9.8% | +253.8% | +240.7% |
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