+1,311.4%
AMT vs GAP
+102.3%
+1,209.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -0.2% | -4.5% | +4.3% | +0.6% |
| 30D | +4.6% | +9.0% | -4.4% | +2.8% |
| 3M | -8.4% | +5.0% | -13.4% | -9.6% |
| 6M | -6.0% | -17.8% | +11.8% | -3.9% |
| YTD | +2.1% | -10.4% | +12.5% | +2.5% |
| 1Y | -6.4% | -3.4% | -3.0% | -7.9% |
| 3Y | +8.1% | +111.5% | -103.4% | -15.7% |
| 5Y | -31.9% | +8.8% | -40.7% | -42.7% |
| 10Y | +97.1% | +32.9% | +64.2% | +29.9% |
| All | +1,311.4% | +102.3% | +1,209.1% | +472.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling