+105.4%
AMT vs GAP
+28.3%
+77.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.1% |
| 7D | +1.5% | -3.2% | +4.6% | +1.7% |
| 30D | +3.7% | -0.7% | +4.4% | +3.7% |
| 3M | -7.2% | -0.5% | -6.7% | -7.3% |
| 6M | -4.2% | -5.0% | +0.8% | -4.2% |
| YTD | +1.9% | -14.7% | +16.6% | +2.4% |
| 1Y | -6.4% | -8.6% | +2.3% | -6.5% |
| 3Y | +7.7% | +108.4% | -100.6% | -3.2% |
| 5Y | -30.9% | +5.8% | -36.7% | -36.1% |
| 10Y | +105.4% | +29.6% | +75.7% | +59.7% |
| All | +105.4% | +28.3% | +77.1% | +59.7% |
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