+440.7%
AME vs GAP
+1.5%
+439.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.6% |
| 7D | +5.9% | -1.9% | +7.8% | +6.3% |
| 30D | -1.9% | -7.1% | +5.1% | -0.8% |
| 3M | -5.4% | +4.1% | -9.5% | -6.7% |
| 6M | +4.9% | +1.9% | +3.0% | +3.2% |
| YTD | +18.5% | -15.2% | +33.7% | +20.1% |
| 1Y | +25.5% | -10.6% | +36.1% | +25.6% |
| 3Y | +63.0% | +74.6% | -11.6% | +32.6% |
| 5Y | +78.3% | +3.7% | +74.6% | +53.8% |
| All | +440.7% | +1.5% | +439.2% | +276.9% |
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