+158.2%
AMAT vs GAP
+7.5%
+150.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -2.5% | -0.1% | -2.4% | -2.4% |
| 30D | -26.5% | -5.4% | -21.1% | -25.6% |
| 3M | -28.6% | +2.9% | -31.5% | -29.6% |
| 6M | -14.2% | -4.4% | -9.8% | -14.9% |
| YTD | +45.5% | -11.6% | +57.1% | +46.7% |
| 1Y | +59.3% | -6.0% | +65.4% | +57.7% |
| 3Y | +153.1% | +78.0% | +75.1% | +94.1% |
| 5Y | +158.2% | +8.5% | +149.7% | +98.8% |
| All | +158.2% | +7.5% | +150.7% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling