+848.7%
APA vs GAP
+2,258.2%
-1,409.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | +0.5% | -4.5% | +5.0% | +1.6% |
| 30D | +23.4% | +9.0% | +14.4% | +20.4% |
| 3M | +12.7% | +5.0% | +7.7% | +10.4% |
| 6M | +39.4% | -17.8% | +57.2% | +42.5% |
| YTD | +79.0% | -10.4% | +89.3% | +78.6% |
| 1Y | +88.8% | -3.4% | +92.2% | +83.6% |
| 3Y | +6.4% | +111.5% | -105.1% | -21.1% |
| 5Y | +153.0% | +8.8% | +144.2% | +109.7% |
| 10Y | +7.5% | +32.9% | -25.4% | -20.4% |
| All | +848.7% | +2,258.2% | -1,409.5% | +304.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling