+97.2%
AMCR vs GAP
+21.4%
+75.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.8% | -2.1% |
| 7D | -6.3% | -3.2% | -3.1% | -5.8% |
| 30D | -7.1% | -0.7% | -6.4% | -7.2% |
| 3M | +12.7% | -0.5% | +13.1% | +12.5% |
| 6M | +5.2% | -5.0% | +10.1% | +5.4% |
| YTD | +8.1% | -14.7% | +22.7% | +9.7% |
| 1Y | +11.7% | -8.6% | +20.4% | +11.9% |
| 3Y | +9.9% | +108.4% | -98.4% | -7.2% |
| 5Y | -8.7% | +5.8% | -14.4% | -18.2% |
| 10Y | +16.8% | +29.6% | -12.8% | -12.2% |
| All | +97.2% | +21.4% | +75.8% | +48.5% |
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