-28.3%
APTV vs EXR
+216.3%
-244.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | -11.6% | +18.2% | -29.8% | -16.6% |
| 3M | -21.2% | +7.3% | -28.5% | -23.2% |
| 6M | -28.5% | +13.8% | -42.4% | -31.9% |
| YTD | -49.1% | +25.9% | -75.0% | -53.3% |
| 1Y | -52.2% | +25.8% | -78.0% | -56.1% |
| 3Y | -48.6% | +53.7% | -102.3% | -56.4% |
| 5Y | -77.3% | -1.8% | -75.5% | -78.1% |
| All | -28.3% | +216.3% | -244.6% | -40.8% |
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 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