+190.1%
APLD vs EXR
+69.9%
+120.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.6% | +10.3% | +9.9% |
| 7D | -12.7% | +5.2% | -17.9% | -13.7% |
| 30D | -34.7% | +20.9% | -55.6% | -37.6% |
| 3M | -46.1% | +7.7% | -53.8% | -47.1% |
| 6M | -64.9% | +13.2% | -78.0% | -66.2% |
| YTD | -36.6% | +26.5% | -63.1% | -40.7% |
| 1Y | -50.0% | +27.2% | -77.2% | -53.5% |
| 3Y | +190.1% | +71.5% | +118.6% | +103.0% |
| All | +190.1% | +69.9% | +120.2% | +103.0% |
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