-19.9%
APA vs MUB
+78.3%
-98.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -15.5% | +0.7% | -16.2% | -15.5% |
| 30D | +2.4% | +4.4% | -2.0% | +2.1% |
| 3M | +22.8% | -0.2% | +23.0% | +22.8% |
| 6M | +17.9% | -0.6% | +18.5% | +18.0% |
| YTD | +87.7% | +0.3% | +87.3% | +87.4% |
| 1Y | +94.2% | +0.8% | +93.4% | +93.8% |
| 3Y | +27.2% | +12.0% | +15.2% | +25.3% |
| 5Y | +74.1% | +3.4% | +70.7% | +72.8% |
| 10Y | +2.6% | +20.7% | -18.0% | +1.3% |
| All | -19.9% | +78.3% | -98.2% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling