+113.9%
AMGN vs GAP
+5.2%
+108.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.2% |
| 7D | -11.6% | -3.2% | -8.5% | -11.5% |
| 30D | -5.7% | -0.7% | -5.0% | -5.7% |
| 3M | +14.2% | -0.5% | +14.7% | +14.1% |
| 6M | +5.2% | -5.0% | +10.2% | +5.2% |
| YTD | +22.0% | -14.7% | +36.7% | +22.7% |
| 1Y | +43.6% | -8.6% | +52.3% | +43.6% |
| 3Y | +65.0% | +108.4% | -43.4% | +53.2% |
| All | +113.9% | +5.2% | +108.6% | +101.3% |
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 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