-44.0%
APTV vs GAP
-9.4%
-34.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +3.2% |
| 7D | -1.8% | -6.3% | +4.5% | -0.2% |
| 30D | -7.9% | -0.2% | -7.7% | -8.1% |
| 3M | -29.9% | 0.0% | -29.9% | -30.2% |
| 6M | -36.6% | -8.1% | -28.5% | -36.8% |
| YTD | -40.0% | -16.5% | -23.5% | -38.8% |
| 1Y | -44.0% | -10.5% | -33.6% | -45.1% |
| All | -44.0% | -9.4% | -34.7% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling