-99.9%
AMIX vs GAP
+21.0%
-121.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.0% | +8.9% |
| 7D | +11.4% | -0.1% | +11.5% | +11.5% |
| 30D | -40.5% | -5.4% | -35.1% | -40.4% |
| 3M | -80.1% | +2.9% | -83.0% | -80.1% |
| 6M | -74.8% | -4.4% | -70.4% | -75.0% |
| YTD | -84.0% | -11.6% | -72.4% | -84.1% |
| 1Y | -89.7% | -6.0% | -83.7% | -89.7% |
| All | -99.9% | +21.0% | -121.0% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling