+84.8%
AME vs GAP
+9.4%
+75.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.8% | +1.7% | +1.1% | +2.5% |
| 30D | -6.3% | +9.3% | -15.6% | -7.6% |
| 3M | +5.4% | +6.1% | -0.7% | +4.1% |
| 6M | +7.4% | -2.3% | +9.7% | +7.0% |
| YTD | +16.2% | -10.6% | +26.8% | +16.8% |
| 1Y | +26.8% | -4.4% | +31.3% | +25.9% |
| 3Y | +57.5% | +118.3% | -60.8% | +32.0% |
| 5Y | +84.8% | +12.2% | +72.6% | +58.0% |
| All | +84.8% | +9.4% | +75.4% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling