-64.5%
APLD vs EXR
+17.3%
-81.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.6% | -14.1% | -15.0% |
| 7D | -27.0% | +6.8% | -33.8% | -23.7% |
| 30D | -44.1% | +19.6% | -63.7% | -38.7% |
| 3M | -52.6% | +8.0% | -60.5% | -51.0% |
| 6M | -64.5% | +17.2% | -81.6% | -67.2% |
| All | -64.5% | +17.3% | -81.7% | -67.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling