+1,425.2%
AMAT vs GAP
+7.3%
+1,417.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.0% | +8.1% | +6.5% |
| 7D | +7.0% | -9.3% | +16.3% | +9.6% |
| 30D | -20.6% | -5.5% | -15.1% | -19.6% |
| 3M | -24.8% | +3.5% | -28.2% | -25.9% |
| 6M | -10.7% | +0.7% | -11.4% | -12.5% |
| YTD | +54.3% | -13.4% | +67.6% | +56.0% |
| 1Y | +73.7% | -7.7% | +81.4% | +72.6% |
| 3Y | +168.4% | +74.4% | +94.0% | +112.7% |
| 5Y | +167.6% | +5.3% | +162.2% | +125.3% |
| 10Y | +1,425.2% | +4.7% | +1,420.5% | +992.5% |
| All | +1,425.2% | +7.3% | +1,417.9% | +992.5% |
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 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