+137.2%
APTV vs GAP
+72.2%
+64.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.1% |
| 7D | -1.7% | -1.9% | +0.2% | -1.2% |
| 30D | -11.6% | -7.1% | -4.5% | -9.6% |
| 3M | -21.2% | +4.1% | -25.3% | -22.6% |
| 6M | -28.5% | +1.9% | -30.4% | -30.1% |
| YTD | -49.1% | -15.2% | -33.9% | -47.8% |
| 1Y | -52.2% | -10.6% | -41.6% | -51.8% |
| 3Y | -48.6% | +74.6% | -123.2% | -61.4% |
| 5Y | -77.3% | +3.7% | -80.9% | -81.4% |
| 10Y | -26.9% | +2.4% | -29.3% | -50.5% |
| All | +137.2% | +72.2% | +64.9% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling