-99.1%
AMC vs GDDY
+368.0%
-467.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -4.1% |
| 7D | -6.8% | -8.1% | +1.3% | -4.6% |
| 30D | +1.7% | +2.3% | -0.7% | +0.8% |
| 3M | +26.8% | +14.7% | +12.1% | +20.0% |
| 6M | +117.7% | +2.1% | +115.6% | +113.3% |
| YTD | +57.7% | -24.6% | +82.3% | +67.3% |
| 1Y | -12.5% | -37.1% | +24.7% | -2.3% |
| 3Y | -65.7% | +25.5% | -91.2% | -69.8% |
| 5Y | -99.5% | +24.2% | -123.7% | -99.5% |
| 10Y | -99.0% | +191.6% | -290.5% | -99.3% |
| All | -99.1% | +368.0% | -467.1% | -99.4% |
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