-99.9%
AMIX vs GDDY
+5.9%
-105.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +1.0% |
| 7D | -9.9% | -0.2% | -9.6% | -9.9% |
| 30D | -52.8% | +10.4% | -63.2% | -53.2% |
| 3M | -80.0% | +13.6% | -93.6% | -80.3% |
| 6M | -80.2% | +33.7% | -113.9% | -80.7% |
| YTD | -88.1% | -8.0% | -80.1% | -88.0% |
| 1Y | -91.1% | -12.9% | -78.1% | -90.9% |
| All | -99.9% | +5.9% | -105.8% | -99.9% |
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