+871.6%
APH vs GAP
+16.2%
+855.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.1% | +8.3% | +4.9% |
| 7D | -5.9% | -3.8% | -2.2% | -5.4% |
| 30D | -14.8% | -9.0% | -5.8% | -13.4% |
| 3M | -12.4% | +5.5% | -17.9% | -13.9% |
| 6M | +8.1% | -11.1% | +19.1% | +9.3% |
| YTD | +10.9% | -13.6% | +24.5% | +12.0% |
| 1Y | +8.8% | -2.9% | +11.6% | +7.0% |
| 3Y | +262.1% | +69.6% | +192.5% | +201.0% |
| 5Y | +283.1% | +5.4% | +277.8% | +231.4% |
| All | +871.6% | +16.2% | +855.3% | +600.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling