+175.6%
APA vs FLR
+245.1%
-69.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.2% | +6.1% | +4.0% |
| 7D | +0.3% | -3.1% | +3.4% | +1.3% |
| 30D | +9.3% | +4.9% | +4.4% | +7.5% |
| 3M | +23.3% | +10.8% | +12.5% | +16.6% |
| 6M | +39.5% | +19.7% | +19.8% | +25.7% |
| YTD | +87.6% | +38.4% | +49.3% | +57.7% |
| 1Y | +114.2% | +34.7% | +79.6% | +78.5% |
| 3Y | +13.6% | +56.7% | -43.1% | -23.1% |
| 5Y | +175.6% | +241.6% | -66.0% | +18.8% |
| All | +175.6% | +245.1% | -69.5% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling