+1,804.4%
APO vs GAP
+61.2%
+1,743.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -1.0% | -4.5% | +3.5% | +0.1% |
| 30D | +3.5% | +9.0% | -5.6% | +0.8% |
| 3M | +4.5% | +5.0% | -0.5% | +2.7% |
| 6M | +22.8% | -17.8% | +40.6% | +27.0% |
| YTD | -6.5% | -10.4% | +3.9% | -5.6% |
| 1Y | +0.8% | -3.4% | +4.2% | -0.8% |
| 3Y | +62.0% | +111.5% | -49.5% | +18.5% |
| 5Y | +138.2% | +8.8% | +129.4% | +96.1% |
| 10Y | +940.3% | +32.9% | +907.4% | +542.3% |
| All | +1,804.4% | +61.2% | +1,743.2% | +877.9% |
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