+297.8%
APH vs GDDY
+30.8%
+267.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +4.4% |
| 7D | +1.4% | -3.2% | +4.6% | +1.6% |
| 30D | -1.2% | +6.8% | -8.1% | -2.0% |
| 3M | +10.3% | +30.5% | -20.2% | +4.9% |
| 6M | +25.2% | +13.3% | +11.9% | +21.3% |
| YTD | +24.6% | -21.0% | +45.6% | +33.8% |
| 1Y | +41.4% | -34.0% | +75.4% | +61.7% |
| 3Y | +297.8% | +33.1% | +264.8% | +265.1% |
| All | +297.8% | +30.8% | +267.0% | +265.1% |
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