+4.4%
APA vs MUB
+22.3%
-17.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.1% |
| 7D | +9.6% | -0.8% | +10.4% | +9.7% |
| 30D | -0.2% | +2.4% | -2.6% | -0.6% |
| 3M | +19.8% | -1.1% | +20.9% | +20.0% |
| 6M | +30.1% | -1.0% | +31.1% | +30.1% |
| YTD | +100.4% | -0.3% | +100.7% | +100.0% |
| 1Y | +105.2% | 0.0% | +105.2% | +104.5% |
| 3Y | +44.6% | +10.2% | +34.4% | +39.4% |
| 5Y | +88.8% | +2.9% | +85.9% | +86.0% |
| All | +4.4% | +22.3% | -17.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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