-18.2%
APTV vs GAP
+27.6%
-45.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +3.3% |
| 7D | -1.8% | -6.3% | +4.5% | +0.2% |
| 30D | -7.9% | -0.2% | -7.7% | -8.2% |
| 3M | -29.9% | 0.0% | -29.9% | -30.4% |
| 6M | -36.6% | -8.1% | -28.5% | -36.0% |
| YTD | -40.0% | -16.5% | -23.5% | -38.0% |
| 1Y | -44.0% | -10.5% | -33.6% | -43.7% |
| 3Y | -54.5% | +104.0% | -158.5% | -68.1% |
| 5Y | -68.8% | +6.8% | -75.6% | -74.9% |
| All | -18.2% | +27.6% | -45.7% | -46.9% |
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 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