+20.8%
AMC vs GAP
-5.7%
+26.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.1% | +3.1% |
| 7D | +2.6% | -3.8% | +6.4% | +4.0% |
| 30D | +9.0% | -9.0% | +18.0% | +11.9% |
| 3M | +22.2% | +5.5% | +16.7% | +20.9% |
| 6M | +91.5% | -11.1% | +102.5% | +94.0% |
| YTD | +101.3% | -13.6% | +114.8% | +107.0% |
| 1Y | +20.8% | -2.9% | +23.6% | +15.7% |
| All | +20.8% | -5.7% | +26.5% | +15.7% |
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