+416.2%
AME vs GAP
+27.6%
+388.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | 0.0% | -6.3% | +6.3% | +1.2% |
| 30D | -8.6% | -0.2% | -8.4% | -8.9% |
| 3M | +5.8% | 0.0% | +5.8% | +5.1% |
| 6M | +3.8% | -8.1% | +11.9% | +4.3% |
| YTD | +14.4% | -16.5% | +30.9% | +16.7% |
| 1Y | +25.8% | -10.5% | +36.2% | +25.8% |
| 3Y | +55.2% | +104.0% | -48.8% | +21.9% |
| 5Y | +85.5% | +6.8% | +78.8% | +58.8% |
| All | +416.2% | +27.6% | +388.6% | +254.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling