-90.5%
AMIX vs GAP
-4.6%
-86.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +3.5% | +8.4% | +10.8% |
| 7D | +1.2% | 0.0% | +1.1% | +1.1% |
| 30D | -45.3% | -4.3% | -41.0% | -44.7% |
| 3M | -83.1% | +9.4% | -92.5% | -83.6% |
| 6M | -76.9% | -3.3% | -73.6% | -77.4% |
| YTD | -85.3% | -10.5% | -74.7% | -85.0% |
| All | -90.5% | -4.6% | -86.0% | -89.8% |
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