-10.2%
AMCR vs GAP
+3.0%
-13.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | -5.0% | -6.3% | +1.4% | -4.0% |
| 30D | -8.0% | -0.2% | -7.7% | -8.1% |
| 3M | +14.3% | 0.0% | +14.3% | +14.0% |
| 6M | +5.3% | -8.1% | +13.4% | +6.1% |
| YTD | +7.7% | -16.5% | +24.2% | +9.7% |
| 1Y | +10.8% | -10.5% | +21.3% | +11.4% |
| 3Y | +9.6% | +104.0% | -94.4% | -7.9% |
| 5Y | -10.2% | +6.8% | -17.0% | -22.8% |
| All | -10.2% | +3.0% | -13.2% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling