-48.5%
APTV vs GAP
+72.0%
-120.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -5.0% | -5.2% | +0.2% | -3.7% |
| 30D | -12.3% | -6.9% | -5.4% | -10.7% |
| 3M | -19.9% | +5.7% | -25.7% | -21.3% |
| 6M | -29.4% | +0.9% | -30.3% | -30.6% |
| YTD | -49.0% | -14.5% | -34.5% | -48.0% |
| 1Y | -53.1% | -12.1% | -41.0% | -52.6% |
| All | -48.5% | +72.0% | -120.6% | -55.3% |
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