-79.7%
AMIX vs GAP
+1.5%
-81.2%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -13.7% | -4.5% | -9.2% | -12.4% |
| 30D | -62.1% | +9.0% | -71.1% | -63.1% |
| 3M | -46.2% | +5.0% | -51.2% | -47.1% |
| 6M | -46.4% | -17.8% | -28.6% | -47.0% |
| YTD | -60.3% | -10.4% | -49.9% | -60.1% |
| 1Y | -79.7% | -3.4% | -76.3% | -79.6% |
| All | -79.7% | +1.5% | -81.2% | -79.6% |
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