+9,703.6%
AMD vs GAP
+2,273.6%
+7,430.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.6% | -11.6% | -15.7% |
| 7D | -28.6% | -2.1% | -26.5% | -28.0% |
| 30D | -37.7% | -5.1% | -32.6% | -36.7% |
| 3M | -16.1% | +9.8% | -25.9% | -18.9% |
| 6M | +13.8% | -3.6% | +17.4% | +13.2% |
| YTD | +88.8% | -9.8% | +98.6% | +89.3% |
| 1Y | +57.8% | -1.5% | +59.2% | +53.8% |
| 3Y | +260.3% | +74.3% | +186.0% | +173.8% |
| 5Y | +196.6% | +9.9% | +186.7% | +142.4% |
| 10Y | +6,064.6% | +22.9% | +6,041.7% | +3,739.1% |
| All | +9,703.6% | +2,273.6% | +7,430.0% | +1,416.6% |
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 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