+244.7%
APLD vs EXR
-9.2%
+253.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +6.9% | +7.3% |
| 7D | +3.1% | +2.7% | +0.4% | +1.9% |
| 30D | -29.4% | +18.9% | -48.3% | -34.9% |
| 3M | -42.8% | +8.4% | -51.1% | -45.0% |
| 6M | -59.5% | +14.3% | -73.8% | -62.4% |
| YTD | -31.8% | +27.2% | -59.1% | -39.8% |
| 1Y | -46.0% | +25.9% | -72.0% | -52.4% |
| 3Y | +252.0% | +54.6% | +197.4% | +154.8% |
| All | +244.7% | -9.2% | +253.9% | +240.4% |
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