+142.2%
APTV vs EXR
+1,077.3%
-935.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -4.3% | +1.7% | -6.0% | -4.8% |
| 30D | -9.7% | +18.0% | -27.7% | -14.9% |
| 3M | -20.6% | +9.7% | -30.2% | -23.2% |
| 6M | -31.7% | +13.4% | -45.2% | -34.9% |
| YTD | -48.0% | +26.3% | -74.3% | -52.5% |
| 1Y | -52.1% | +27.6% | -79.6% | -56.3% |
| 3Y | -47.9% | +52.2% | -100.1% | -55.8% |
| 5Y | -76.9% | -1.1% | -75.8% | -77.7% |
| 10Y | -26.7% | +216.8% | -243.5% | -51.6% |
| All | +142.2% | +1,077.3% | -935.1% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling