-22.2%
AMDL vs GAP
-9.9%
-12.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -4.1% | +26.4% | +23.1% |
| 7D | -26.2% | -3.8% | -22.4% | -24.5% |
| 30D | -57.1% | -9.0% | -48.1% | -55.8% |
| 3M | -29.8% | +5.5% | -35.3% | -29.2% |
| 6M | -22.2% | -11.1% | -11.1% | -14.7% |
| All | -22.2% | -9.9% | -12.3% | -14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling