+443.7%
APLD vs EXR
-21.9%
+465.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.3% |
| 7D | +4.1% | -2.6% | +6.6% | +5.3% |
| 30D | -11.7% | -7.2% | -4.5% | -8.8% |
| 3M | -40.3% | -3.5% | -36.8% | -40.1% |
| 6M | -8.0% | -5.3% | -2.7% | -6.7% |
| YTD | +7.5% | +9.4% | -1.8% | +1.9% |
| 1Y | +84.0% | +1.3% | +82.7% | +78.9% |
| 3Y | +356.2% | +22.4% | +333.8% | +274.5% |
| All | +443.7% | -21.9% | +465.6% | +476.5% |
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