-34.8%
PDD vs AMDL
+20.7%
-55.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -34.9% | +37.1% | +4.3% |
| 7D | +5.9% | -52.7% | +58.6% | +10.1% |
| 30D | +7.1% | -65.3% | +72.4% | +13.3% |
| 3M | -7.7% | -40.8% | +33.1% | -6.6% |
| 6M | -13.2% | -12.9% | -0.4% | -19.1% |
| YTD | -26.0% | +98.0% | -124.0% | -38.6% |
| 1Y | -38.4% | +30.1% | -68.6% | -46.9% |
| All | -34.8% | +20.7% | -55.5% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling