-23.7%
APA vs MUB
+76.3%
-100.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +0.5% | -0.9% | +1.4% | +0.6% |
| 30D | +23.4% | -1.4% | +24.8% | +23.5% |
| 3M | +12.7% | -2.2% | +14.8% | +12.8% |
| 6M | +39.4% | -1.9% | +41.3% | +39.6% |
| YTD | +79.0% | -0.8% | +79.7% | +78.9% |
| 1Y | +88.8% | +2.7% | +86.1% | +87.9% |
| 3Y | +6.4% | +8.6% | -2.2% | +5.1% |
| 5Y | +153.0% | +2.0% | +150.9% | +151.3% |
| 10Y | +7.5% | +17.9% | -10.4% | +6.2% |
| All | -23.7% | +76.3% | -100.0% | -37.9% |
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