-7.3%
AMT vs GAP
-9.4%
+2.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.3% |
| 7D | -2.7% | -6.3% | +3.6% | -2.5% |
| 30D | +2.0% | -0.2% | +2.3% | +2.0% |
| 3M | -9.3% | 0.0% | -9.3% | -9.4% |
| 6M | -5.2% | -8.1% | +2.9% | -5.1% |
| YTD | +0.5% | -16.5% | +16.9% | +0.2% |
| 1Y | -7.3% | -10.5% | +3.2% | -7.3% |
| All | -7.3% | -9.4% | +2.1% | -7.3% |
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 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