-16.6%
AMRZ vs GAP
+10.4%
-27.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.3% |
| 7D | -1.1% | 0.0% | -1.2% | -1.1% |
| 30D | +18.3% | -4.3% | +22.6% | +19.5% |
| 3M | -8.0% | +9.4% | -17.4% | -10.5% |
| 6M | -18.7% | -3.3% | -15.4% | -19.7% |
| YTD | -19.8% | -10.5% | -9.3% | -19.1% |
| 1Y | -12.3% | -2.4% | -9.9% | -13.0% |
| All | -16.6% | +10.4% | -27.0% | -19.5% |
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