-99.9%
AMIX vs GAP
+17.1%
-117.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.3% | -7.1% | -8.4% |
| 7D | -10.9% | -5.2% | -5.7% | -10.7% |
| 30D | -55.0% | -6.9% | -48.1% | -54.9% |
| 3M | -82.0% | +5.7% | -87.7% | -82.0% |
| 6M | -80.4% | +0.9% | -81.4% | -80.4% |
| YTD | -88.3% | -14.5% | -73.8% | -88.3% |
| 1Y | -92.4% | -12.1% | -80.3% | -92.4% |
| All | -99.9% | +17.1% | -117.0% | -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