+337.5%
AMD vs GAP
+9.0%
+328.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.6% |
| 7D | +2.6% | -4.5% | +7.0% | +3.7% |
| 30D | -0.9% | +9.0% | -10.0% | -3.7% |
| 3M | -8.7% | +5.0% | -13.7% | -10.7% |
| 6M | +136.3% | -17.8% | +154.2% | +144.7% |
| YTD | +123.0% | -10.4% | +133.4% | +124.2% |
| 1Y | +195.2% | -3.4% | +198.6% | +189.1% |
| 3Y | +336.3% | +111.5% | +224.9% | +207.1% |
| All | +337.5% | +9.0% | +328.6% | +205.4% |
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