+59.9%
AMGN vs GAP
+103.6%
-43.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.1% |
| 7D | -13.9% | -6.3% | -7.6% | -13.5% |
| 30D | -7.1% | -0.2% | -6.9% | -7.2% |
| 3M | +13.9% | 0.0% | +13.9% | +13.7% |
| 6M | +3.2% | -8.1% | +11.4% | +3.5% |
| YTD | +19.2% | -16.5% | +35.7% | +20.1% |
| 1Y | +41.1% | -10.5% | +51.6% | +41.3% |
| All | +59.9% | +103.6% | -43.7% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling