+7.8%
AMCR vs GDDY
-32.7%
+40.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.3% | -1.7% |
| 7D | -6.3% | -3.2% | -3.1% | -6.1% |
| 30D | -7.8% | +6.8% | -14.6% | -8.2% |
| 3M | +7.5% | +30.5% | -22.9% | +7.0% |
| 6M | +2.7% | +13.3% | -10.6% | +1.9% |
| YTD | +6.0% | -21.0% | +27.0% | +9.7% |
| 1Y | +7.8% | -34.0% | +41.8% | +13.2% |
| All | +7.8% | -32.7% | +40.5% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling