+11,477.5%
AMD vs GAP
+2,258.2%
+9,219.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.6% |
| 7D | +2.6% | -4.5% | +7.0% | +3.9% |
| 30D | -0.9% | +9.0% | -10.0% | -4.0% |
| 3M | -8.7% | +5.0% | -13.7% | -11.0% |
| 6M | +136.3% | -17.8% | +154.2% | +144.9% |
| YTD | +123.0% | -10.4% | +133.4% | +124.1% |
| 1Y | +195.2% | -3.4% | +198.6% | +188.8% |
| 3Y | +336.3% | +111.5% | +224.9% | +211.0% |
| 5Y | +334.5% | +8.8% | +325.6% | +254.7% |
| 10Y | +6,259.1% | +32.9% | +6,226.2% | +3,724.2% |
| All | +11,477.5% | +2,258.2% | +9,219.2% | +1,695.4% |
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 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