-99.0%
AMC vs GDDY
+207.2%
-306.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.5% | +3.7% |
| 7D | -7.2% | -3.2% | -4.0% | -6.3% |
| 30D | -2.8% | +6.8% | -9.6% | -5.2% |
| 3M | +7.9% | +30.5% | -22.6% | -2.8% |
| 6M | +119.6% | +13.3% | +106.3% | +107.2% |
| YTD | +57.7% | -21.0% | +78.7% | +66.2% |
| 1Y | -12.1% | -34.0% | +21.9% | -1.8% |
| 3Y | -66.5% | +33.1% | -99.6% | -72.0% |
| 5Y | -99.5% | +30.3% | -129.8% | -99.6% |
| All | -99.0% | +207.2% | -306.2% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling