-91.6%
AMIX vs GAP
+10.4%
-102.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.0% | -11.0% | -4.9% |
| 7D | -25.1% | +8.0% | -33.1% | -26.6% |
| 30D | -54.5% | +2.7% | -57.2% | -54.8% |
| 3M | -91.7% | +16.0% | -107.8% | -92.1% |
| 6M | -79.4% | +2.0% | -81.5% | -80.3% |
| YTD | -86.1% | -4.4% | -81.6% | -86.1% |
| 1Y | -91.6% | +9.2% | -100.8% | -90.1% |
| All | -91.6% | +10.4% | -102.0% | -90.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling