+153.3%
AMAT vs GDDY
+30.4%
+122.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -2.6% |
| 7D | +11.4% | -0.2% | +11.6% | +11.4% |
| 30D | -17.0% | +10.4% | -27.5% | -16.3% |
| 3M | -30.6% | +13.6% | -44.2% | -29.8% |
| 6M | -14.9% | +33.7% | -48.6% | -15.1% |
| YTD | +44.7% | -8.0% | +52.7% | +64.2% |
| 1Y | +66.9% | -12.9% | +79.8% | +94.1% |
| 3Y | +153.3% | +29.3% | +124.0% | +113.0% |
| All | +153.3% | +30.4% | +122.9% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling