+119.4%
APA vs MULL
+2,366.2%
-2,246.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.3% | +8.7% | -0.2% |
| 7D | +0.8% | +3.6% | -2.8% | +0.5% |
| 30D | +9.6% | +22.0% | -12.4% | +8.2% |
| 3M | +18.0% | -8.6% | +26.6% | +14.8% |
| 6M | +41.9% | +248.5% | -206.6% | +15.0% |
| YTD | +86.3% | +516.3% | -430.0% | +32.4% |
| 1Y | +97.9% | +2,036.6% | -1,938.8% | +2.9% |
| All | +119.4% | +2,366.2% | -2,246.8% | -10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling