+14.6%
AMCR vs GDDY
+207.2%
-192.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.3% | -1.9% |
| 7D | -6.3% | -3.2% | -3.1% | -5.7% |
| 30D | -7.8% | +6.8% | -14.6% | -9.3% |
| 3M | +7.5% | +30.5% | -22.9% | +1.1% |
| 6M | +2.7% | +13.3% | -10.6% | -1.4% |
| YTD | +6.0% | -21.0% | +27.0% | +9.5% |
| 1Y | +7.8% | -34.0% | +41.8% | +15.7% |
| 3Y | +5.8% | +33.1% | -27.3% | -6.6% |
| 5Y | -11.6% | +30.3% | -41.9% | -22.8% |
| All | +14.6% | +207.2% | -192.6% | -10.2% |
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