+10.1%
AMT vs GAP
-12.4%
+22.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.0% |
| 7D | +1.5% | -1.9% | +3.4% | +1.6% |
| 30D | +6.8% | -7.1% | +13.9% | +7.3% |
| 3M | +11.2% | +4.1% | +7.1% | +11.0% |
| 6M | +12.5% | +1.9% | +10.6% | +12.2% |
| YTD | +12.5% | -15.2% | +27.7% | +12.3% |
| 1Y | +10.1% | -10.6% | +20.7% | +10.0% |
| All | +10.1% | -12.4% | +22.5% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling