+66.9%
AMAT vs GAP
-12.4%
+79.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | +11.4% | -1.9% | +13.3% | +11.6% |
| 30D | -17.0% | -7.1% | -10.0% | -16.2% |
| 3M | -30.6% | +4.1% | -34.7% | -30.6% |
| 6M | -14.9% | +1.9% | -16.9% | -16.0% |
| YTD | +44.7% | -15.2% | +59.9% | +50.2% |
| 1Y | +66.9% | -10.6% | +77.5% | +69.7% |
| All | +66.9% | -12.4% | +79.3% | +69.7% |
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