-99.8%
AMIX vs GDDY
-6.0%
-93.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.6% |
| 7D | -13.7% | +3.7% | -17.4% | -14.1% |
| 30D | -62.1% | +10.4% | -72.5% | -62.7% |
| 3M | -46.2% | +19.4% | -65.6% | -46.7% |
| 6M | -46.4% | +14.3% | -60.7% | -46.9% |
| YTD | -60.3% | -18.4% | -41.9% | -59.3% |
| 1Y | -79.7% | -30.1% | -49.6% | -78.6% |
| All | -99.8% | -6.0% | -93.8% | -99.8% |
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