+10.3%
APA vs FLR
+60.4%
-50.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | -1.7% | +0.7% | -2.4% | -1.8% |
| 30D | +15.7% | -0.7% | +16.4% | +15.6% |
| 3M | +16.5% | +14.3% | +2.1% | +12.2% |
| 6M | +35.1% | +25.6% | +9.5% | +25.9% |
| YTD | +82.2% | +42.9% | +39.3% | +62.6% |
| 1Y | +102.5% | +38.7% | +63.7% | +79.3% |
| 3Y | +10.3% | +61.8% | -51.5% | -17.0% |
| All | +10.3% | +60.4% | -50.1% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling