+106.2%
AMT vs GDDY
+207.2%
-101.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.1% | +2.5% |
| 7D | +1.1% | -3.2% | +4.3% | +1.7% |
| 30D | +4.4% | +6.8% | -2.5% | +2.7% |
| 3M | -5.2% | +30.5% | -35.6% | -11.2% |
| 6M | -0.8% | +13.3% | -14.1% | -4.8% |
| YTD | +3.3% | -21.0% | +24.2% | +6.6% |
| 1Y | -6.0% | -34.0% | +28.0% | +0.7% |
| 3Y | +9.6% | +33.1% | -23.5% | -4.6% |
| 5Y | -29.2% | +30.3% | -59.6% | -39.2% |
| All | +106.2% | +207.2% | -101.0% | +42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling