+166.1%
APA vs GAP
+9.4%
+156.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -1.7% | +1.7% | -3.4% | -2.0% |
| 30D | +15.7% | +9.3% | +6.4% | +13.3% |
| 3M | +16.5% | +6.1% | +10.4% | +14.3% |
| 6M | +35.1% | -2.3% | +37.4% | +33.1% |
| YTD | +82.2% | -10.6% | +92.8% | +82.3% |
| 1Y | +102.5% | -4.4% | +106.9% | +97.9% |
| 3Y | +10.3% | +118.3% | -108.0% | -18.7% |
| 5Y | +166.1% | +12.2% | +153.9% | +119.7% |
| All | +166.1% | +9.4% | +156.7% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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