+60.7%
AME vs GDDY
+30.8%
+29.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.5% | +3.1% |
| 7D | +1.7% | -3.2% | +4.9% | +2.0% |
| 30D | -6.4% | +6.8% | -13.2% | -7.2% |
| 3M | +7.1% | +30.5% | -23.4% | +2.6% |
| 6M | +8.2% | +13.3% | -5.2% | +5.3% |
| YTD | +18.2% | -21.0% | +39.1% | +24.0% |
| 1Y | +26.7% | -34.0% | +60.7% | +38.8% |
| 3Y | +60.7% | +33.1% | +27.6% | +62.2% |
| All | +60.7% | +30.8% | +29.9% | +62.2% |
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 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