+301.8%
AMD vs GAP
+67.6%
+234.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -4.1% | +15.2% | +11.9% |
| 7D | -11.0% | -3.8% | -7.3% | -10.3% |
| 30D | -30.5% | -9.0% | -21.5% | -29.1% |
| 3M | -8.2% | +5.5% | -13.7% | -9.6% |
| 6M | +6.6% | -11.1% | +17.6% | +8.0% |
| YTD | +109.7% | -13.6% | +123.2% | +112.2% |
| 1Y | +88.9% | -2.9% | +91.8% | +86.0% |
| 3Y | +301.8% | +69.6% | +232.2% | +274.6% |
| All | +301.8% | +67.6% | +234.3% | +274.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling