-32.3%
AMT vs GAP
+9.4%
-41.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | -0.1% |
| 7D | -0.2% | +1.7% | -1.9% | -0.3% |
| 30D | +1.8% | +9.3% | -7.5% | +1.3% |
| 3M | -6.2% | +6.1% | -12.3% | -6.6% |
| 6M | -5.0% | -2.3% | -2.7% | -5.1% |
| YTD | +2.1% | -10.6% | +12.7% | +2.2% |
| 1Y | -5.7% | -4.4% | -1.3% | -6.1% |
| 3Y | +7.9% | +118.3% | -110.4% | -4.7% |
| 5Y | -32.3% | +12.2% | -44.5% | -41.4% |
| All | -32.3% | +9.4% | -41.7% | -41.4% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling