-44.7%
GDDY vs AMRZ
-20.1%
-24.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -3.2% | -7.5% | +4.3% | -2.1% |
| 30D | +6.8% | -12.4% | +19.2% | +8.6% |
| 3M | +30.5% | -22.4% | +52.8% | +34.2% |
| 6M | +13.3% | -29.5% | +42.9% | +17.8% |
| YTD | -21.0% | -24.1% | +3.2% | -17.5% |
| 1Y | -34.0% | -26.3% | -7.7% | -30.8% |
| All | -44.7% | -20.1% | -24.5% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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