-98.1%
AMC vs GAP
-10.8%
-87.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | +2.3% | -4.5% | +6.8% | +3.5% |
| 30D | -0.7% | +9.0% | -9.8% | -3.9% |
| 3M | +35.2% | +5.0% | +30.2% | +32.1% |
| 6M | +124.6% | -17.8% | +142.4% | +132.8% |
| YTD | +69.9% | -10.4% | +80.3% | +71.5% |
| 1Y | -2.6% | -3.4% | +0.8% | -4.5% |
| 3Y | -79.8% | +111.5% | -191.2% | -86.3% |
| 5Y | -99.4% | +8.8% | -108.2% | -99.5% |
| 10Y | -98.9% | +32.9% | -131.8% | -99.3% |
| All | -98.1% | -10.8% | -87.3% | -98.7% |
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 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