-80.9%
AMIX vs GAP
-4.1%
-76.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.6% | +0.1% | -2.5% |
| 7D | -25.5% | -2.1% | -23.4% | -24.5% |
| 30D | -56.2% | -5.1% | -51.1% | -54.9% |
| 3M | -87.4% | +9.8% | -97.2% | -88.4% |
| 6M | -80.9% | -3.6% | -77.3% | -80.4% |
| All | -80.9% | -4.1% | -76.8% | -80.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling