-70.1%
APTV vs GAP
+6.6%
-76.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -1.4% |
| 7D | -1.2% | -3.2% | +2.0% | -0.2% |
| 30D | -10.6% | -0.7% | -9.9% | -10.8% |
| 3M | -35.0% | -0.5% | -34.5% | -35.3% |
| 6M | -38.9% | -5.0% | -33.9% | -39.0% |
| YTD | -41.5% | -14.7% | -26.8% | -40.0% |
| 1Y | -45.8% | -8.6% | -37.2% | -45.8% |
| 3Y | -55.7% | +108.4% | -164.1% | -68.7% |
| 5Y | -70.1% | +5.8% | -75.9% | -77.7% |
| All | -70.1% | +6.6% | -76.7% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling