+188.9%
AMAT vs GAP
+1.5%
+187.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.3% |
| 7D | -1.5% | -4.5% | +3.0% | -1.0% |
| 30D | -14.8% | +9.0% | -23.8% | -16.0% |
| 3M | -9.3% | +5.0% | -14.3% | -9.7% |
| 6M | +27.4% | -17.8% | +45.2% | +35.3% |
| YTD | +77.6% | -10.4% | +88.0% | +81.8% |
| 1Y | +188.9% | -3.4% | +192.3% | +182.5% |
| All | +188.9% | +1.5% | +187.5% | +182.5% |
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 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