-97.5%
AMC vs GAP
-12.0%
-85.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +2.1% |
| 7D | +5.5% | -0.1% | +5.6% | +5.7% |
| 30D | +16.1% | -5.4% | +21.5% | +18.1% |
| 3M | +43.0% | +2.9% | +40.1% | +41.3% |
| 6M | +130.7% | -4.4% | +135.1% | +130.2% |
| YTD | +121.8% | -11.6% | +133.4% | +125.4% |
| 1Y | +40.7% | -6.0% | +46.7% | +40.1% |
| 3Y | -56.8% | +78.0% | -134.8% | -68.9% |
| 5Y | -99.1% | +8.5% | -107.6% | -99.3% |
| 10Y | -98.7% | +8.6% | -107.3% | -99.2% |
| All | -97.5% | -12.0% | -85.5% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling