-91.6%
AMIX vs GAP
-5.7%
-85.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.1% |
| 7D | -16.0% | -3.8% | -12.3% | -15.2% |
| 30D | -55.4% | -9.0% | -46.4% | -54.2% |
| 3M | -87.5% | +5.5% | -93.0% | -87.8% |
| 6M | -81.2% | -11.1% | -70.1% | -81.5% |
| YTD | -86.8% | -13.6% | -73.3% | -86.5% |
| 1Y | -91.6% | -2.9% | -88.7% | -90.2% |
| All | -91.6% | -5.7% | -85.9% | -90.2% |
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