-21.6%
GDDY vs AMDL
+131.0%
-152.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.0% | -5.3% | +0.8% |
| 7D | -8.1% | +29.0% | -37.1% | -8.2% |
| 30D | +2.3% | +19.1% | -16.8% | +2.2% |
| 3M | +14.7% | +1.8% | +13.0% | +14.0% |
| 6M | +2.1% | +374.4% | -372.3% | -7.3% |
| YTD | -24.6% | +278.9% | -303.5% | -31.5% |
| 1Y | -37.1% | +510.6% | -547.7% | -46.2% |
| All | -21.6% | +131.0% | -152.6% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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