+278.7%
AMD vs GAP
+5.8%
+272.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.0% | +9.3% | +7.8% |
| 7D | +13.1% | -9.3% | +22.5% | +16.3% |
| 30D | -7.0% | -5.5% | -1.5% | -5.6% |
| 3M | +16.6% | +3.5% | +13.1% | +14.8% |
| 6M | +20.5% | +0.7% | +19.8% | +18.5% |
| YTD | +158.2% | -13.4% | +171.5% | +161.5% |
| 1Y | +132.8% | -7.7% | +140.4% | +130.9% |
| 3Y | +366.2% | +74.4% | +291.8% | +249.8% |
| 5Y | +278.7% | +5.3% | +273.3% | +157.1% |
| All | +278.7% | +5.8% | +272.8% | +157.1% |
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