+40.2%
AMC vs GAP
+10.4%
+29.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.0% | -0.7% | +5.4% |
| 7D | +17.7% | +8.0% | +9.8% | +15.6% |
| 30D | +26.2% | +2.7% | +23.5% | +25.3% |
| 3M | +31.3% | +16.0% | +15.3% | +26.7% |
| 6M | +142.8% | +2.0% | +140.7% | +135.9% |
| YTD | +125.6% | -4.4% | +130.1% | +126.2% |
| 1Y | +40.2% | +9.2% | +31.1% | +32.0% |
| All | +40.2% | +10.4% | +29.8% | +32.0% |
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