-23.5%
AMRZ vs GAP
-9.9%
-13.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -0.7% |
| 7D | +1.2% | -3.8% | +4.9% | +2.3% |
| 30D | +15.1% | -9.0% | +24.1% | +17.8% |
| 3M | -18.1% | +5.5% | -23.5% | -19.4% |
| 6M | -23.5% | -11.1% | -12.4% | -24.3% |
| All | -23.5% | -9.9% | -13.6% | -24.3% |
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