+18,959.7%
AME vs GAP
+2,227.0%
+16,732.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -4.1% | -0.1% | -4.0% | -4.2% |
| 30D | -4.1% | -5.4% | +1.3% | -3.4% |
| 3M | -5.6% | +2.9% | -8.5% | -6.7% |
| 6M | +2.8% | -4.4% | +7.3% | +2.4% |
| YTD | +16.6% | -11.6% | +28.2% | +17.2% |
| 1Y | +21.1% | -6.0% | +27.1% | +20.1% |
| 3Y | +61.1% | +78.0% | -16.9% | +33.7% |
| 5Y | +76.6% | +8.5% | +68.1% | +52.6% |
| 10Y | +431.3% | +8.6% | +422.7% | +307.9% |
| All | +18,959.7% | +2,227.0% | +16,732.7% | +7,759.5% |
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