+61.4%
AMAT vs GDDY
-11.8%
+73.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.3% | -7.6% | -1.5% |
| 7D | -11.2% | +11.1% | -22.3% | -6.7% |
| 30D | -31.9% | +18.6% | -50.5% | -26.2% |
| 3M | -32.3% | +32.8% | -65.2% | -22.3% |
| 6M | -5.4% | +34.0% | -39.4% | +13.6% |
| YTD | +44.3% | -4.6% | +48.9% | +73.0% |
| 1Y | +61.4% | -12.5% | +73.8% | +95.7% |
| All | +61.4% | -11.8% | +73.2% | +95.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling