+396.3%
AME vs GDDY
+390.3%
+6.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.5% | +2.9% |
| 7D | +1.7% | -3.2% | +4.9% | +2.4% |
| 30D | -6.4% | +6.8% | -13.2% | -8.2% |
| 3M | +7.1% | +30.5% | -23.4% | -1.1% |
| 6M | +8.2% | +13.3% | -5.2% | +2.5% |
| YTD | +18.2% | -21.0% | +39.1% | +21.9% |
| 1Y | +26.7% | -34.0% | +60.7% | +36.9% |
| 3Y | +60.7% | +33.1% | +27.6% | +41.9% |
| 5Y | +91.6% | +30.3% | +61.2% | +66.7% |
| 10Y | +441.1% | +205.5% | +235.6% | +304.8% |
| All | +396.3% | +390.3% | +6.0% | +267.2% |
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 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