+207.7%
PDD vs AMBA
+56.0%
+151.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.0% |
| 7D | +6.0% | -8.1% | +14.1% | +8.5% |
| 30D | +5.5% | -10.8% | +16.2% | +8.5% |
| 3M | -9.8% | -25.9% | +16.2% | -2.8% |
| 6M | -16.0% | -13.9% | -2.1% | -18.2% |
| YTD | -27.6% | -14.0% | -13.5% | -30.5% |
| 1Y | -38.6% | -25.7% | -12.9% | -39.2% |
| 3Y | -22.8% | +21.5% | -44.3% | -43.2% |
| 5Y | -5.2% | -68.9% | +63.7% | +3.3% |
| All | +207.7% | +56.0% | +151.6% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling