+142.7%
AMAT vs GAP
+67.6%
+75.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.1% | +8.4% | +5.0% |
| 7D | -14.7% | -3.8% | -10.9% | -14.1% |
| 30D | -36.1% | -9.0% | -27.1% | -35.0% |
| 3M | -36.9% | +5.5% | -42.3% | -37.8% |
| 6M | -22.2% | -11.1% | -11.1% | -21.3% |
| YTD | +29.9% | -13.6% | +43.5% | +31.8% |
| 1Y | +43.3% | -2.9% | +46.1% | +41.7% |
| 3Y | +142.7% | +69.6% | +73.1% | +148.3% |
| All | +142.7% | +67.6% | +75.1% | +148.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling