+11.4%
AMCR vs GAP
+1.5%
+9.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -3.3% | -4.5% | +1.2% | -2.3% |
| 30D | -5.4% | +9.0% | -14.5% | -7.5% |
| 3M | +20.0% | +5.0% | +15.0% | +18.1% |
| 6M | 0.0% | -17.8% | +17.9% | +2.2% |
| YTD | +11.5% | -10.4% | +21.9% | +12.5% |
| 1Y | +11.4% | -3.4% | +14.8% | +10.2% |
| All | +11.4% | +1.5% | +9.9% | +10.2% |
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