+61.4%
AMAT vs GAP
+10.4%
+50.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.0% | -11.3% | -4.0% |
| 7D | -11.2% | +8.0% | -19.2% | -11.8% |
| 30D | -31.9% | +2.7% | -34.6% | -32.0% |
| 3M | -32.3% | +16.0% | -48.4% | -33.5% |
| 6M | -5.4% | +2.0% | -7.4% | -4.6% |
| YTD | +44.3% | -4.4% | +48.7% | +46.8% |
| 1Y | +61.4% | +9.2% | +52.2% | +54.9% |
| All | +61.4% | +10.4% | +50.9% | +54.9% |
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 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