+83.2%
APA vs GAP
+7.5%
+75.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.5% |
| 7D | -5.5% | -0.1% | -5.5% | -5.8% |
| 30D | -1.2% | -5.4% | +4.3% | -0.4% |
| 3M | +10.6% | +2.9% | +7.7% | +8.9% |
| 6M | +28.4% | -4.4% | +32.8% | +27.2% |
| YTD | +89.7% | -11.6% | +101.3% | +89.2% |
| 1Y | +90.6% | -6.0% | +96.6% | +86.8% |
| 3Y | +36.9% | +78.0% | -41.1% | +7.4% |
| 5Y | +83.2% | +8.5% | +74.7% | +44.2% |
| All | +83.2% | +7.5% | +75.7% | +44.2% |
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