-38.3%
PDD vs AMDL
+92.1%
-130.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.0% | -1.5% |
| 7D | -1.0% | +5.4% | -6.4% | -2.1% |
| 30D | -2.4% | -36.6% | +34.2% | -0.8% |
| 3M | -14.6% | -1.0% | -13.7% | -16.6% |
| 6M | -19.6% | -12.1% | -7.5% | -23.3% |
| YTD | -30.0% | +215.1% | -245.1% | -43.7% |
| 1Y | -42.5% | +130.4% | -172.9% | -52.4% |
| All | -38.3% | +92.1% | -130.4% | -52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling