+1,162.1%
AMAT vs GAP
+15.9%
+1,146.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.1% | +8.4% | +5.2% |
| 7D | -14.7% | -3.8% | -10.9% | -14.0% |
| 30D | -36.1% | -9.0% | -27.1% | -34.7% |
| 3M | -36.9% | +5.5% | -42.3% | -38.2% |
| 6M | -22.2% | -11.1% | -11.1% | -21.5% |
| YTD | +29.9% | -13.6% | +43.5% | +31.4% |
| 1Y | +43.3% | -2.9% | +46.1% | +40.5% |
| 3Y | +142.7% | +69.6% | +73.1% | +93.8% |
| 5Y | +126.2% | +5.4% | +120.8% | +90.5% |
| All | +1,162.1% | +15.9% | +1,146.2% | +798.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling