-2.6%
APA vs MUB
+17.4%
-20.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.0% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | +9.3% | -2.0% | +11.3% | +9.6% |
| 3M | +23.3% | -2.5% | +25.9% | +23.8% |
| 6M | +39.5% | -2.3% | +41.8% | +40.0% |
| YTD | +87.6% | -1.3% | +88.9% | +87.6% |
| 1Y | +114.2% | +1.1% | +113.1% | +112.6% |
| 3Y | +13.6% | +8.2% | +5.4% | +10.2% |
| 5Y | +175.6% | +1.5% | +174.1% | +172.5% |
| 10Y | -2.6% | +17.6% | -20.2% | +12.7% |
| All | -2.6% | +17.4% | -20.1% | +12.7% |
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