+147.5%
AMT vs GDDY
+368.0%
-220.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.3% |
| 7D | +1.5% | -8.1% | +9.6% | +3.0% |
| 30D | +3.7% | +2.3% | +1.4% | +3.1% |
| 3M | -7.2% | +14.7% | -21.9% | -10.3% |
| 6M | -4.2% | +2.1% | -6.2% | -5.7% |
| YTD | +1.9% | -24.6% | +26.4% | +5.6% |
| 1Y | -6.4% | -37.1% | +30.8% | +0.3% |
| 3Y | +7.7% | +25.5% | -17.8% | -2.5% |
| 5Y | -30.9% | +24.2% | -55.1% | -38.2% |
| 10Y | +105.4% | +191.6% | -86.2% | +59.7% |
| All | +147.5% | +368.0% | -220.5% | +84.5% |
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