+5,927.3%
APD vs GAP
+2,258.2%
+3,669.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -2.2% | -4.5% | +2.3% | -1.4% |
| 30D | +2.1% | +9.0% | -6.9% | +0.2% |
| 3M | +7.2% | +5.0% | +2.2% | +5.8% |
| 6M | +11.2% | -17.8% | +29.1% | +13.9% |
| YTD | +24.4% | -10.4% | +34.8% | +24.9% |
| 1Y | +6.7% | -3.4% | +10.1% | +5.1% |
| 3Y | +9.2% | +111.5% | -102.2% | -13.4% |
| 5Y | +27.4% | +8.8% | +18.5% | +8.7% |
| 10Y | +164.8% | +32.9% | +131.9% | +88.1% |
| All | +5,927.3% | +2,258.2% | +3,669.1% | +1,689.1% |
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