+57.1%
APO vs GAP
+113.8%
-56.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +0.1% | +1.7% | -1.6% | -0.2% |
| 30D | +3.9% | +9.3% | -5.5% | +2.0% |
| 3M | +3.8% | +6.1% | -2.3% | +2.3% |
| 6M | +22.3% | -2.3% | +24.6% | +21.5% |
| YTD | -7.8% | -10.6% | +2.8% | -7.0% |
| 1Y | -0.3% | -4.4% | +4.1% | -1.1% |
| 3Y | +57.1% | +118.3% | -61.2% | +44.1% |
| All | +57.1% | +113.8% | -56.6% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling