+164.3%
APA vs FLR
+603.8%
-439.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.2% |
| 7D | +0.5% | +5.4% | -4.9% | -1.7% |
| 30D | +23.4% | +11.4% | +12.0% | +16.1% |
| 3M | +12.7% | +11.4% | +1.3% | +4.5% |
| 6M | +39.4% | +16.6% | +22.8% | +23.4% |
| YTD | +79.0% | +41.7% | +37.2% | +43.6% |
| 1Y | +88.8% | +35.4% | +53.4% | +51.9% |
| 3Y | +6.4% | +57.3% | -51.0% | -26.7% |
| 5Y | +153.0% | +241.0% | -88.0% | +18.3% |
| 10Y | +7.5% | +16.6% | -9.1% | -32.0% |
| All | +164.3% | +603.8% | -439.5% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling