+107.2%
APA vs MULL
+444.9%
-337.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -13.8% | +6.9% | -7.4% |
| 7D | -13.0% | -35.9% | +23.0% | -14.6% |
| 30D | +2.0% | -47.3% | +49.3% | -0.6% |
| 3M | +24.9% | -30.6% | +55.5% | +23.7% |
| 6M | +7.2% | +13.7% | -6.5% | +14.0% |
| YTD | +87.1% | +272.1% | -185.0% | +106.0% |
| 1Y | +107.2% | +475.1% | -367.9% | +128.2% |
| All | +107.2% | +444.9% | -337.7% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling