+164.4%
APLD vs EXR
+70.9%
+93.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.6% | -14.1% | -14.6% |
| 7D | -27.0% | +6.8% | -33.8% | -28.0% |
| 30D | -44.1% | +19.6% | -63.7% | -46.4% |
| 3M | -52.6% | +8.0% | -60.5% | -53.4% |
| 6M | -64.5% | +17.2% | -81.6% | -66.2% |
| YTD | -42.2% | +27.2% | -69.4% | -46.1% |
| 1Y | -57.2% | +26.1% | -83.2% | -60.0% |
| All | +164.4% | +70.9% | +93.5% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling