+1,616.4%
AMAT vs GDDY
+207.2%
+1,409.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | -0.2% |
| 7D | +0.4% | -3.2% | +3.6% | +1.3% |
| 30D | -16.6% | +6.8% | -23.4% | -19.9% |
| 3M | -17.3% | +30.5% | -47.8% | -30.7% |
| 6M | +30.3% | +13.3% | +17.0% | +13.8% |
| YTD | +78.3% | -21.0% | +99.2% | +84.0% |
| 1Y | +169.8% | -34.0% | +203.8% | +207.1% |
| 3Y | +218.5% | +33.1% | +185.5% | +131.3% |
| 5Y | +247.7% | +30.3% | +217.4% | +151.7% |
| All | +1,616.4% | +207.2% | +1,409.2% | +615.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling