+200.9%
APA vs FLR
+513.8%
-313.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.1% |
| 7D | +8.5% | +5.4% | +3.2% | +5.8% |
| 30D | +2.8% | +2.8% | -0.1% | +0.9% |
| 3M | +21.7% | -6.4% | +28.1% | +24.1% |
| 6M | +32.6% | +8.8% | +23.8% | +22.4% |
| YTD | +103.7% | +23.6% | +80.1% | +72.1% |
| 1Y | +101.8% | +13.8% | +88.0% | +76.4% |
| 3Y | +48.1% | +36.5% | +11.6% | +8.5% |
| 5Y | +91.9% | +119.3% | -27.4% | +9.3% |
| 10Y | +8.4% | +8.0% | +0.4% | -29.1% |
| All | +200.9% | +513.8% | -313.0% | +33.5% |
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