+4.5%
APA vs FLR
+9.0%
-4.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.4% |
| 7D | +5.1% | +6.3% | -1.3% | +2.2% |
| 30D | +0.3% | +1.8% | -1.5% | -1.0% |
| 3M | +15.6% | -4.4% | +20.0% | +16.8% |
| 6M | +28.9% | +15.9% | +13.0% | +16.4% |
| YTD | +96.6% | +27.7% | +68.8% | +64.9% |
| 1Y | +95.5% | +11.6% | +83.9% | +73.2% |
| 3Y | +41.8% | +39.9% | +1.9% | +3.2% |
| 5Y | +85.4% | +127.5% | -42.1% | +4.5% |
| 10Y | +4.5% | +11.6% | -7.0% | -36.4% |
| All | +4.5% | +9.0% | -4.4% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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