-23.7%
PDD vs AMBA
-54.5%
+30.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -4.1% | -11.0% | +6.9% | -1.1% |
| 30D | -9.6% | -23.2% | +13.6% | -3.4% |
| 3M | -4.3% | -12.7% | +8.4% | -4.4% |
| 6M | -18.8% | +11.2% | -30.0% | -26.2% |
| YTD | -27.5% | -11.2% | -16.3% | -30.2% |
| 1Y | -33.6% | -22.5% | -11.1% | -34.8% |
| 3Y | -20.4% | -1.3% | -19.1% | -35.0% |
| All | -23.7% | -54.5% | +30.8% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 5y: compounded portfolio wealth divided by compounded AMBA 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…
5y analysis · Full analysis span regression · 6 months rolling