+305.3%
APLD vs EXR
+53.5%
+251.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -5.8% |
| 7D | +2.7% | -0.4% | +3.1% | +2.8% |
| 30D | -21.4% | +18.2% | -39.6% | -25.1% |
| 3M | -47.8% | +7.3% | -55.2% | -48.9% |
| 6M | -64.9% | +13.8% | -78.7% | -66.5% |
| YTD | -34.9% | +25.9% | -60.8% | -39.8% |
| 1Y | -30.7% | +25.8% | -56.6% | -36.1% |
| 3Y | +305.3% | +53.7% | +251.6% | +146.0% |
| All | +305.3% | +53.5% | +251.8% | +146.0% |
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