+194.4%
PDD vs AMP
+339.9%
-145.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.1% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -15.5% | -1.0% | -14.5% | -15.2% |
| 3M | -4.1% | +23.2% | -27.3% | -11.5% |
| 6M | -23.4% | +20.4% | -43.8% | -28.8% |
| YTD | -30.7% | +13.6% | -44.3% | -34.4% |
| 1Y | -37.6% | +13.4% | -51.0% | -41.1% |
| 3Y | -17.5% | +66.5% | -84.0% | -34.5% |
| 5Y | -24.6% | +120.2% | -144.8% | -45.6% |
| All | +194.4% | +339.9% | -145.5% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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