+97.9%
APA vs FLR
+30.6%
+67.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.9% |
| 7D | +0.8% | -6.9% | +7.7% | +0.3% |
| 30D | +9.6% | +1.1% | +8.5% | +9.7% |
| 3M | +18.0% | +14.3% | +3.7% | +19.2% |
| 6M | +41.9% | +19.1% | +22.8% | +45.4% |
| YTD | +86.3% | +35.1% | +51.2% | +92.7% |
| 1Y | +97.9% | +29.5% | +68.4% | +105.8% |
| All | +97.9% | +30.6% | +67.3% | +105.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling