+114.6%
APA vs MULL
+2,481.0%
-2,366.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +2.0% |
| 7D | -1.7% | +14.0% | -15.7% | -2.4% |
| 30D | +15.7% | +24.8% | -9.1% | +14.1% |
| 3M | +16.5% | -16.1% | +32.6% | +14.2% |
| 6M | +35.1% | +330.9% | -295.8% | +6.7% |
| YTD | +82.2% | +545.0% | -462.8% | +29.2% |
| 1Y | +102.5% | +2,427.1% | -2,324.7% | +2.2% |
| All | +114.6% | +2,481.0% | -2,366.5% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling