-55.4%
APTV vs GAP
+108.0%
-163.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -1.6% |
| 7D | -1.2% | -3.2% | +2.0% | -0.4% |
| 30D | -10.6% | -0.7% | -9.9% | -10.7% |
| 3M | -35.0% | -0.5% | -34.5% | -35.2% |
| 6M | -38.9% | -5.0% | -33.9% | -39.0% |
| YTD | -41.5% | -14.7% | -26.8% | -40.3% |
| 1Y | -45.8% | -8.6% | -37.2% | -45.8% |
| All | -55.4% | +108.0% | -163.4% | -63.5% |
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