-44.0%
ACHR vs GDDY
+13.5%
-57.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.6% |
| 7D | -2.3% | -3.2% | +0.9% | -1.2% |
| 30D | -11.3% | +6.8% | -18.1% | -14.4% |
| 3M | +5.3% | +30.5% | -25.2% | -11.2% |
| 6M | -13.2% | +13.3% | -26.5% | -22.8% |
| YTD | -25.8% | -21.0% | -4.8% | -19.8% |
| 1Y | -34.3% | -34.0% | -0.3% | -20.5% |
| 3Y | -19.9% | +33.1% | -53.0% | -41.2% |
| 5Y | -42.7% | +30.3% | -73.0% | -56.0% |
| All | -44.0% | +13.5% | -57.6% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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